+1,172.1%
LITE vs PBF
+59.0%
+1,113.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -7.4% | -6.7% | -12.6% |
| 7D | -35.9% | -13.8% | -22.2% | -33.8% |
| 30D | -51.5% | -19.6% | -31.9% | -49.5% |
| 3M | -35.7% | +10.3% | -46.0% | -37.3% |
| 6M | -43.0% | +63.4% | -106.4% | -48.6% |
| YTD | +46.1% | +152.6% | -106.5% | +15.3% |
| 1Y | +124.7% | +87.4% | +37.4% | +92.3% |
| 3Y | +1,172.1% | +63.3% | +1,108.8% | +815.4% |
| All | +1,172.1% | +59.0% | +1,113.1% | +815.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling