+2,898.2%
LITE vs PEG
+165.3%
+2,732.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.2% | -18.5% | -18.6% |
| 7D | -44.6% | -0.7% | -43.8% | -44.4% |
| 30D | -55.0% | +1.9% | -56.9% | -55.5% |
| 3M | -38.3% | -2.3% | -36.0% | -37.7% |
| 6M | -48.8% | -6.7% | -42.1% | -47.5% |
| YTD | +38.3% | -6.6% | +44.9% | +41.8% |
| 1Y | +119.0% | -5.3% | +124.3% | +123.7% |
| 3Y | +1,092.0% | +26.8% | +1,065.2% | +998.0% |
| 5Y | +446.1% | +34.7% | +411.4% | +384.7% |
| 10Y | +1,381.7% | +151.8% | +1,229.8% | +966.7% |
| All | +2,898.2% | +165.3% | +2,732.9% | +1,880.3% |
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