+1,568.0%
LITE vs PBR
+576.8%
+991.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.0% |
| 7D | +22.6% | -3.7% | +26.3% | +23.5% |
| 30D | -36.8% | -29.0% | -7.8% | -31.9% |
| 3M | -33.0% | +4.9% | -37.9% | -34.5% |
| 6M | -37.1% | -8.4% | -28.6% | -36.7% |
| YTD | +69.5% | +59.4% | +10.1% | +49.1% |
| 1Y | +146.1% | +45.5% | +100.6% | +121.2% |
| 3Y | +1,440.8% | +67.4% | +1,373.4% | +1,226.3% |
| 5Y | +580.4% | +453.0% | +127.5% | +321.2% |
| All | +1,568.0% | +576.8% | +991.1% | +836.4% |
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