+1,172.1%
LITE vs PEG
+25.9%
+1,146.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +6.1% |
| 7D | -35.9% | -2.3% | -33.7% | -34.9% |
| 30D | -51.5% | +1.2% | -52.7% | -52.1% |
| 3M | -35.7% | -2.4% | -33.4% | -34.7% |
| 6M | -43.0% | -6.9% | -36.1% | -40.7% |
| YTD | +46.1% | -7.2% | +53.3% | +52.0% |
| 1Y | +124.7% | -8.9% | +133.6% | +137.9% |
| 3Y | +1,172.1% | +27.1% | +1,144.9% | +1,060.6% |
| All | +1,172.1% | +25.9% | +1,146.1% | +1,060.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling