+1,402.3%
LITE vs PEG
+148.6%
+1,253.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +6.0% |
| 7D | -35.9% | -2.3% | -33.7% | -35.3% |
| 30D | -51.5% | +1.2% | -52.7% | -51.9% |
| 3M | -35.7% | -2.4% | -33.4% | -35.1% |
| 6M | -43.0% | -6.9% | -36.1% | -41.4% |
| YTD | +46.1% | -7.2% | +53.3% | +50.5% |
| 1Y | +124.7% | -8.9% | +133.6% | +133.9% |
| 3Y | +1,172.1% | +27.1% | +1,144.9% | +1,063.9% |
| 5Y | +477.0% | +33.8% | +443.2% | +408.9% |
| All | +1,402.3% | +148.6% | +1,253.7% | +979.5% |
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