+5,717.5%
LITE vs PAAS
+815.1%
+4,902.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.4% |
| 7D | +13.6% | +2.6% | +11.0% | +13.0% |
| 30D | +21.6% | +2.5% | +19.1% | +20.9% |
| 3M | +20.3% | +15.1% | +5.3% | +17.4% |
| 6M | +54.4% | -12.1% | +66.4% | +56.8% |
| YTD | +168.3% | +3.1% | +165.3% | +163.9% |
| 1Y | +551.8% | +50.8% | +501.0% | +505.7% |
| 3Y | +1,891.5% | +259.5% | +1,632.0% | +1,521.7% |
| 5Y | +1,014.7% | +126.3% | +888.4% | +837.4% |
| 10Y | +2,614.7% | +239.7% | +2,375.0% | +2,060.6% |
| All | +5,717.5% | +815.1% | +4,902.4% | +5,425.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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