+3,586.8%
LITE vs PAAS
+617.7%
+2,969.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +8.4% | -16.2% | -9.3% |
| 7D | -31.4% | -1.1% | -30.3% | -31.4% |
| 30D | -42.6% | -8.5% | -34.1% | -41.7% |
| 3M | -26.2% | -7.3% | -18.9% | -25.4% |
| 6M | -35.8% | -18.3% | -17.5% | -33.8% |
| YTD | +70.0% | -19.2% | +89.2% | +74.2% |
| 1Y | +232.7% | +26.1% | +206.6% | +219.8% |
| 3Y | +1,365.7% | +183.6% | +1,182.1% | +1,143.7% |
| 5Y | +609.5% | +81.2% | +528.3% | +520.7% |
| 10Y | +1,721.9% | +187.8% | +1,534.2% | +1,413.4% |
| All | +3,586.8% | +617.7% | +2,969.1% | +3,548.0% |
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