+5,083.9%
LITE vs PCAR
+333.0%
+4,750.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +6.7% | -6.2% | +12.9% | +10.7% |
| 3M | -6.8% | +5.9% | -12.6% | -10.1% |
| 6M | +29.4% | +0.4% | +29.0% | +28.7% |
| YTD | +139.1% | +14.8% | +124.3% | +119.7% |
| 1Y | +521.0% | +30.1% | +490.9% | +432.4% |
| 3Y | +1,535.3% | +66.7% | +1,468.6% | +1,115.1% |
| 5Y | +889.8% | +166.1% | +723.7% | +459.0% |
| 10Y | +2,400.7% | +353.7% | +2,047.1% | +967.5% |
| All | +5,083.9% | +333.0% | +4,750.8% | +2,134.9% |
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 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