+1,499.9%
LITE vs PBF
+241.7%
+1,258.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.5% | -1.0% |
| 7D | -13.9% | -15.3% | +1.4% | -11.7% |
| 30D | -46.9% | -21.8% | -25.1% | -45.0% |
| 3M | -28.0% | -0.2% | -27.8% | -28.2% |
| 6M | -35.2% | +63.6% | -98.8% | -39.9% |
| YTD | +58.9% | +147.5% | -88.7% | +36.3% |
| 1Y | +125.3% | +69.8% | +55.5% | +104.2% |
| 3Y | +1,344.4% | +65.3% | +1,279.1% | +1,165.6% |
| 5Y | +541.2% | +393.4% | +147.8% | +362.7% |
| All | +1,499.9% | +241.7% | +1,258.2% | +994.4% |
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 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