+1,587.5%
LITE vs TROW
+136.0%
+1,451.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -13.9% | +4.4% | -18.3% | -16.0% |
| 30D | -46.9% | +5.5% | -52.4% | -48.6% |
| 3M | -28.0% | -1.3% | -26.7% | -27.7% |
| 6M | -35.2% | +7.9% | -43.1% | -39.0% |
| YTD | +58.9% | +12.6% | +46.2% | +43.4% |
| 1Y | +125.3% | +13.3% | +112.0% | +102.4% |
| 3Y | +1,344.4% | +38.6% | +1,305.8% | +1,069.1% |
| 5Y | +541.2% | -34.7% | +575.9% | +672.8% |
| 10Y | +1,587.5% | +129.9% | +1,457.6% | +844.9% |
| All | +1,587.5% | +136.0% | +1,451.6% | +844.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling