+1,668.5%
LITE vs PBR
+91.0%
+1,577.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.6% |
| 7D | -1.5% | +8.6% | -10.1% | -4.4% |
| 30D | +6.7% | +12.8% | -6.1% | +2.0% |
| 3M | -6.8% | +14.7% | -21.4% | -11.4% |
| 6M | +29.4% | +25.2% | +4.3% | +18.4% |
| YTD | +139.1% | +77.1% | +61.9% | +93.8% |
| 1Y | +521.0% | +69.6% | +451.4% | +409.0% |
| All | +1,668.5% | +91.0% | +1,577.6% | +1,239.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling