+1,468.1%
LITE vs PENG
+762.7%
+705.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +1.9% |
| 7D | -1.5% | +4.5% | -6.1% | -3.0% |
| 30D | +6.7% | -7.1% | +13.8% | +9.5% |
| 3M | -6.8% | -27.3% | +20.5% | +1.4% |
| 6M | +29.4% | +169.6% | -140.1% | -8.0% |
| YTD | +139.1% | +164.6% | -25.5% | +69.0% |
| 1Y | +521.0% | +109.5% | +411.5% | +369.7% |
| 3Y | +1,535.3% | +98.9% | +1,436.4% | +1,056.1% |
| 5Y | +889.8% | +116.3% | +773.6% | +558.9% |
| All | +1,468.1% | +762.7% | +705.4% | +785.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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