+1,670.7%
LITE vs PBF
+261.5%
+1,409.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +9.8% |
| 7D | +3.4% | -4.0% | +7.4% | +4.2% |
| 30D | -34.9% | -18.0% | -16.9% | -32.9% |
| 3M | -21.0% | +0.9% | -21.9% | -21.3% |
| 6M | -38.5% | +65.7% | -104.2% | -43.1% |
| YTD | +75.8% | +161.9% | -86.0% | +49.7% |
| 1Y | +156.7% | +77.8% | +78.9% | +131.2% |
| 3Y | +1,498.6% | +74.9% | +1,423.7% | +1,290.0% |
| 5Y | +610.9% | +423.4% | +187.5% | +409.0% |
| 10Y | +1,670.7% | +255.2% | +1,415.5% | +1,102.0% |
| All | +1,670.7% | +261.5% | +1,409.2% | +1,102.0% |
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