+1,618.0%
LITE vs PEG
+160.3%
+1,457.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +9.1% |
| 7D | -12.9% | +0.9% | -13.8% | -13.2% |
| 30D | -46.0% | +3.8% | -49.8% | -47.0% |
| 3M | -33.0% | +0.1% | -33.1% | -33.1% |
| 6M | -34.0% | -1.0% | -33.1% | -34.2% |
| YTD | +61.7% | -4.1% | +65.9% | +64.2% |
| 1Y | +148.3% | -6.9% | +155.1% | +156.0% |
| 3Y | +1,408.5% | +35.6% | +1,372.9% | +1,242.6% |
| 5Y | +546.2% | +42.8% | +503.4% | +454.0% |
| All | +1,618.0% | +160.3% | +1,457.7% | +1,124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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