+1,321.8%
LITE vs PCAR
+306.0%
+1,015.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.6% | -17.1% | -17.8% |
| 7D | -44.6% | +2.2% | -46.7% | -45.3% |
| 30D | -55.0% | -4.4% | -50.6% | -54.1% |
| 3M | -38.3% | -21.4% | -16.9% | -29.6% |
| 6M | -48.8% | -7.3% | -41.4% | -47.6% |
| YTD | +38.3% | -3.8% | +42.1% | +38.6% |
| 1Y | +119.0% | +6.3% | +112.7% | +106.7% |
| 3Y | +1,092.0% | +34.4% | +1,057.6% | +872.2% |
| 5Y | +446.1% | +109.2% | +336.9% | +236.7% |
| All | +1,321.8% | +306.0% | +1,015.7% | +583.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling