+1,402.3%
LITE vs PBF
+276.6%
+1,125.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.9% |
| 7D | -35.9% | -13.8% | -22.2% | -34.4% |
| 30D | -51.5% | -19.6% | -31.9% | -50.0% |
| 3M | -35.7% | +10.3% | -46.0% | -36.9% |
| 6M | -43.0% | +63.4% | -106.4% | -47.1% |
| YTD | +46.1% | +152.6% | -106.5% | +25.1% |
| 1Y | +124.7% | +87.4% | +37.4% | +100.9% |
| 3Y | +1,172.1% | +63.3% | +1,108.8% | +1,016.6% |
| 5Y | +477.0% | +412.5% | +64.5% | +314.6% |
| All | +1,402.3% | +276.6% | +1,125.7% | +939.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling