+232.7%
LITE vs PBF
+120.1%
+112.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.7% | -1.2% | -7.2% |
| 7D | -31.4% | -0.9% | -30.5% | -31.2% |
| 30D | -42.6% | -13.7% | -28.9% | -41.9% |
| 3M | -26.2% | +10.6% | -36.8% | -26.6% |
| 6M | -35.8% | +61.2% | -97.0% | -37.4% |
| YTD | +70.0% | +172.7% | -102.7% | +56.6% |
| 1Y | +232.7% | +111.0% | +121.7% | +261.4% |
| All | +232.7% | +120.1% | +112.7% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling