+901.5%
LITE vs PBR
+502.9%
+398.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.4% |
| 7D | -1.5% | +8.6% | -10.1% | -3.2% |
| 30D | +6.7% | +12.8% | -6.1% | +3.9% |
| 3M | -6.8% | +14.7% | -21.4% | -9.5% |
| 6M | +29.4% | +25.2% | +4.3% | +23.3% |
| YTD | +139.1% | +77.1% | +61.9% | +113.6% |
| 1Y | +521.0% | +69.6% | +451.4% | +458.5% |
| 3Y | +1,535.3% | +95.6% | +1,439.7% | +1,333.7% |
| All | +901.5% | +502.9% | +398.6% | +687.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling