+1,493.1%
LITE vs PBF
+260.7%
+1,232.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.6% |
| 7D | +10.8% | +6.5% | +4.3% | +9.8% |
| 30D | -33.4% | -20.0% | -13.4% | -31.2% |
| 3M | -32.2% | -3.3% | -28.9% | -32.0% |
| 6M | -42.1% | +76.8% | -118.9% | -46.9% |
| YTD | +61.9% | +168.9% | -107.1% | +37.3% |
| 1Y | +163.0% | +96.4% | +66.6% | +133.4% |
| 3Y | +1,358.0% | +77.2% | +1,280.8% | +1,165.0% |
| 5Y | +549.9% | +417.7% | +132.2% | +366.2% |
| All | +1,493.1% | +260.7% | +1,232.4% | +996.2% |
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