+124.7%
LITE vs PCAR
+3.7%
+121.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.4% |
| 7D | -35.9% | +0.1% | -36.0% | -36.0% |
| 30D | -51.5% | -4.6% | -47.0% | -50.9% |
| 3M | -35.7% | -22.6% | -13.2% | -27.9% |
| 6M | -43.0% | -12.0% | -31.0% | -40.7% |
| YTD | +46.1% | -6.1% | +52.2% | +44.9% |
| 1Y | +124.7% | +6.3% | +118.4% | +117.9% |
| All | +124.7% | +3.7% | +121.0% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling