+129.4%
LITE vs PBR
+47.6%
+81.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +10.8% |
| 7D | -12.9% | -13.3% | +0.4% | -11.1% |
| 30D | -46.0% | -27.5% | -18.5% | -44.7% |
| 3M | -33.0% | +5.2% | -38.2% | -36.4% |
| 6M | -34.0% | -6.4% | -27.7% | -35.7% |
| YTD | +61.7% | +61.6% | +0.2% | +57.0% |
| All | +129.4% | +47.6% | +81.8% | +127.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling