+1,587.5%
LITE vs PEG
+159.1%
+1,428.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -13.9% | +2.6% | -16.5% | -14.9% |
| 30D | -46.9% | +3.3% | -50.2% | -47.8% |
| 3M | -28.0% | +1.1% | -29.1% | -28.4% |
| 6M | -35.2% | -1.4% | -33.8% | -35.2% |
| YTD | +58.9% | -4.6% | +63.4% | +61.6% |
| 1Y | +125.3% | -7.2% | +132.5% | +132.8% |
| 3Y | +1,344.4% | +33.7% | +1,310.7% | +1,193.4% |
| 5Y | +541.2% | +40.8% | +500.3% | +453.2% |
| 10Y | +1,587.5% | +162.8% | +1,424.7% | +1,105.4% |
| All | +1,587.5% | +159.1% | +1,428.4% | +1,105.4% |
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