+901.5%
LITE vs RY
+140.8%
+760.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.6% |
| 7D | -1.5% | +3.1% | -4.6% | -4.3% |
| 30D | +6.7% | -0.3% | +7.0% | +7.2% |
| 3M | -6.8% | +8.7% | -15.4% | -13.3% |
| 6M | +29.4% | +28.5% | +0.9% | +3.5% |
| YTD | +139.1% | +25.1% | +114.0% | +95.3% |
| 1Y | +521.0% | +46.3% | +474.7% | +344.5% |
| 3Y | +1,535.3% | +154.9% | +1,380.4% | +649.8% |
| All | +901.5% | +140.8% | +760.8% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling