+542.4%
LITE vs PEG
+41.4%
+501.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -13.9% | +2.6% | -16.5% | -15.0% |
| 30D | -46.9% | +3.3% | -50.2% | -47.9% |
| 3M | -28.0% | +1.1% | -29.1% | -28.5% |
| 6M | -35.2% | -1.4% | -33.8% | -35.3% |
| YTD | +58.9% | -4.6% | +63.4% | +61.8% |
| 1Y | +125.3% | -7.2% | +132.5% | +133.5% |
| 3Y | +1,344.4% | +33.7% | +1,310.7% | +1,225.8% |
| All | +542.4% | +41.4% | +501.0% | +482.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling