+3,586.8%
LITE vs PBF
+223.8%
+3,363.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.7% | -1.2% | -7.0% |
| 7D | -31.4% | -0.9% | -30.5% | -31.3% |
| 30D | -42.6% | -13.7% | -28.9% | -41.6% |
| 3M | -26.2% | +10.6% | -36.8% | -27.6% |
| 6M | -35.8% | +61.2% | -97.0% | -40.3% |
| YTD | +70.0% | +172.7% | -102.7% | +45.0% |
| 1Y | +232.7% | +111.0% | +121.7% | +193.9% |
| 3Y | +1,365.7% | +73.6% | +1,292.2% | +1,182.4% |
| 5Y | +609.5% | +479.7% | +129.8% | +410.9% |
| 10Y | +1,721.9% | +312.9% | +1,409.0% | +1,165.8% |
| All | +3,586.8% | +223.8% | +3,363.0% | +3,073.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling