+5,083.9%
LITE vs PEG
+165.1%
+4,918.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.9% |
| 30D | +6.7% | -2.4% | +9.1% | +7.9% |
| 3M | -6.8% | -4.8% | -2.0% | -5.2% |
| 6M | +29.4% | -10.7% | +40.1% | +35.8% |
| YTD | +139.1% | -6.7% | +145.8% | +145.6% |
| 1Y | +521.0% | -6.8% | +527.8% | +536.7% |
| 3Y | +1,535.3% | +34.5% | +1,500.8% | +1,373.0% |
| 5Y | +889.8% | +35.8% | +854.1% | +776.3% |
| 10Y | +2,400.7% | +141.7% | +2,259.0% | +1,717.2% |
| All | +5,083.9% | +165.1% | +4,918.8% | +3,329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling