+3,406.8%
LITE vs PBR
+836.4%
+2,570.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +10.9% |
| 7D | -12.9% | -13.3% | +0.4% | -10.5% |
| 30D | -46.0% | -27.5% | -18.5% | -42.9% |
| 3M | -33.0% | +5.2% | -38.2% | -34.2% |
| 6M | -34.0% | -6.4% | -27.7% | -33.9% |
| YTD | +61.7% | +61.6% | +0.2% | +46.5% |
| 1Y | +148.3% | +48.9% | +99.4% | +128.1% |
| 3Y | +1,408.5% | +70.0% | +1,338.5% | +1,244.7% |
| 5Y | +546.2% | +469.0% | +77.2% | +353.5% |
| 10Y | +1,533.3% | +471.6% | +1,061.7% | +959.6% |
| All | +3,406.8% | +836.4% | +2,570.4% | +1,596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling