+163.0%
LITE vs PBF
+90.5%
+72.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.5% |
| 7D | +10.8% | +6.5% | +4.3% | +10.0% |
| 30D | -33.4% | -20.0% | -13.4% | -32.4% |
| 3M | -32.2% | -3.3% | -28.9% | -31.9% |
| 6M | -42.1% | +76.8% | -118.9% | -42.2% |
| YTD | +61.9% | +168.9% | -107.1% | +61.7% |
| 1Y | +163.0% | +96.4% | +66.6% | +212.3% |
| All | +163.0% | +90.5% | +72.5% | +212.3% |
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