+490.8%
LITE vs TROW
-38.9%
+529.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | -35.9% | +4.3% | -40.3% | -37.7% |
| 30D | -51.5% | +4.2% | -55.7% | -52.8% |
| 3M | -35.7% | -3.4% | -32.3% | -34.6% |
| 6M | -43.0% | +4.7% | -47.6% | -45.4% |
| YTD | +46.1% | +10.1% | +36.0% | +32.9% |
| 1Y | +124.7% | +11.7% | +113.0% | +102.1% |
| 3Y | +1,172.1% | +32.5% | +1,139.6% | +945.0% |
| All | +490.8% | -38.9% | +529.7% | +577.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling