+1,568.0%
LITE vs TROW
+120.8%
+1,447.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.3% |
| 7D | +22.6% | -0.5% | +23.0% | +23.0% |
| 30D | -36.8% | +6.7% | -43.5% | -39.3% |
| 3M | -33.0% | -1.7% | -31.3% | -32.4% |
| 6M | -37.1% | +7.8% | -44.9% | -40.7% |
| YTD | +69.5% | +9.9% | +59.6% | +55.3% |
| 1Y | +146.1% | +8.7% | +137.4% | +126.9% |
| 3Y | +1,440.8% | +35.2% | +1,405.6% | +1,165.8% |
| 5Y | +580.4% | -37.5% | +617.9% | +741.4% |
| All | +1,568.0% | +120.8% | +1,447.1% | +859.0% |
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