+3,586.8%
LITE vs PCAR
+268.6%
+3,318.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.9% | -10.0% |
| 7D | -31.4% | +3.7% | -35.1% | -33.0% |
| 30D | -42.6% | -2.9% | -39.7% | -42.1% |
| 3M | -26.2% | -21.7% | -4.5% | -16.3% |
| 6M | -35.8% | -6.6% | -29.2% | -34.8% |
| YTD | +70.0% | -2.2% | +72.3% | +68.8% |
| 1Y | +232.7% | +12.2% | +220.5% | +206.5% |
| 3Y | +1,365.7% | +36.5% | +1,329.2% | +1,101.3% |
| 5Y | +609.5% | +113.5% | +495.9% | +347.9% |
| 10Y | +1,721.9% | +319.4% | +1,402.5% | +717.2% |
| All | +3,586.8% | +268.6% | +3,318.1% | +1,617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling