+1,668.5%
LITE vs TROW
+15.1%
+1,653.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.7% |
| 7D | -1.5% | -1.3% | -0.2% | -0.6% |
| 30D | +6.7% | -4.5% | +11.2% | +10.1% |
| 3M | -6.8% | +3.9% | -10.6% | -11.4% |
| 6M | +29.4% | +22.6% | +6.9% | +6.9% |
| YTD | +139.1% | +10.1% | +129.0% | +110.4% |
| 1Y | +521.0% | +3.6% | +517.4% | +478.0% |
| All | +1,668.5% | +15.1% | +1,653.5% | +1,196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling