+5,083.9%
LITE vs RY
+437.4%
+4,646.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.5% |
| 7D | -1.5% | +3.1% | -4.6% | -3.8% |
| 30D | +6.7% | -0.3% | +7.0% | +7.1% |
| 3M | -6.8% | +8.7% | -15.4% | -12.2% |
| 6M | +29.4% | +28.5% | +0.9% | +7.8% |
| YTD | +139.1% | +25.1% | +114.0% | +102.8% |
| 1Y | +521.0% | +46.3% | +474.7% | +372.6% |
| 3Y | +1,535.3% | +154.9% | +1,380.4% | +754.3% |
| 5Y | +889.8% | +140.3% | +749.5% | +433.4% |
| 10Y | +2,400.7% | +377.0% | +2,023.7% | +856.2% |
| All | +5,083.9% | +437.4% | +4,646.5% | +1,620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling