+3,068.2%
LITE vs PBR
+845.6%
+2,222.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.9% |
| 7D | -35.9% | -16.0% | -20.0% | -33.7% |
| 30D | -51.5% | -22.8% | -28.8% | -49.4% |
| 3M | -35.7% | +3.0% | -38.7% | -36.6% |
| 6M | -43.0% | -8.1% | -34.9% | -42.6% |
| YTD | +46.1% | +63.1% | -17.0% | +32.1% |
| 1Y | +124.7% | +59.3% | +65.5% | +103.9% |
| 3Y | +1,172.1% | +66.1% | +1,105.9% | +1,037.9% |
| 5Y | +477.0% | +495.8% | -18.8% | +301.7% |
| 10Y | +1,465.7% | +514.7% | +951.0% | +913.1% |
| All | +3,068.2% | +845.6% | +2,222.6% | +1,429.8% |
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