+163.0%
LITE vs PEG
-5.8%
+168.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.3% |
| 7D | +10.8% | +4.5% | +6.3% | +8.1% |
| 30D | -33.4% | +7.5% | -41.0% | -36.4% |
| 3M | -32.2% | +0.8% | -33.1% | -32.7% |
| 6M | -42.1% | 0.0% | -42.1% | -43.8% |
| YTD | +61.9% | -3.0% | +64.9% | +58.6% |
| 1Y | +163.0% | -4.7% | +167.7% | +173.5% |
| All | +163.0% | -5.8% | +168.8% | +173.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling