+1,493.1%
LITE vs PEG
+171.2%
+1,321.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.2% |
| 7D | +10.8% | +4.5% | +6.3% | +8.5% |
| 30D | -33.4% | +7.5% | -41.0% | -35.9% |
| 3M | -32.2% | +0.8% | -33.1% | -32.6% |
| 6M | -42.1% | 0.0% | -42.1% | -42.5% |
| YTD | +61.9% | -3.0% | +64.9% | +63.3% |
| 1Y | +163.0% | -4.7% | +167.7% | +168.0% |
| 3Y | +1,358.0% | +36.5% | +1,321.5% | +1,191.7% |
| 5Y | +549.9% | +44.4% | +505.6% | +453.5% |
| All | +1,493.1% | +171.2% | +1,321.9% | +1,004.7% |
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