+129.4%
LITE vs PBF
+92.2%
+37.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +10.3% |
| 7D | -12.9% | -7.4% | -5.5% | -12.0% |
| 30D | -46.0% | -17.5% | -28.5% | -45.0% |
| 3M | -33.0% | +13.1% | -46.2% | -33.1% |
| 6M | -34.0% | +72.6% | -106.7% | -34.5% |
| YTD | +61.7% | +161.2% | -99.5% | +56.7% |
| All | +129.4% | +92.2% | +37.2% | +178.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling