+2,502.5%
LITE vs PBR
+632.3%
+1,870.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.5% | +7.5% | +10.2% |
| 7D | +12.6% | +2.5% | +10.2% | +12.0% |
| 30D | +9.9% | +19.4% | -9.5% | +5.2% |
| 3M | +9.3% | +20.8% | -11.5% | +4.1% |
| 6M | +75.2% | +23.5% | +51.7% | +65.9% |
| YTD | +165.5% | +83.4% | +82.1% | +128.3% |
| 1Y | +555.0% | +77.6% | +477.4% | +467.2% |
| 3Y | +1,870.5% | +99.9% | +1,770.6% | +1,540.8% |
| 5Y | +1,009.8% | +567.7% | +442.1% | +559.0% |
| 10Y | +2,502.5% | +621.5% | +1,881.0% | +1,278.1% |
| All | +2,502.5% | +632.3% | +1,870.2% | +1,278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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