+2,331.0%
LITE vs PBF
+355.1%
+1,976.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.2% |
| 7D | -1.5% | +4.3% | -5.8% | -2.1% |
| 30D | +6.7% | +22.0% | -15.3% | +3.3% |
| 3M | -6.8% | +74.5% | -81.3% | -14.4% |
| 6M | +29.4% | +67.7% | -38.2% | +18.3% |
| YTD | +139.1% | +179.2% | -40.1% | +101.5% |
| 1Y | +521.0% | +170.0% | +351.0% | +424.0% |
| 3Y | +1,535.3% | +66.4% | +1,468.9% | +1,326.1% |
| 5Y | +889.8% | +764.5% | +125.3% | +551.1% |
| All | +2,331.0% | +355.1% | +1,976.0% | +1,478.2% |
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