+232.7%
LITE vs PEP
+2.4%
+230.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.8% | -11.6% | -3.3% |
| 7D | -31.4% | +7.4% | -38.8% | -24.6% |
| 30D | -42.6% | +13.3% | -55.9% | -32.7% |
| 3M | -26.2% | +3.5% | -29.7% | -20.1% |
| 6M | -35.8% | -5.9% | -29.9% | -29.8% |
| YTD | +70.0% | +2.3% | +67.8% | +103.3% |
| 1Y | +232.7% | +3.7% | +229.0% | +303.8% |
| All | +232.7% | +2.4% | +230.3% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling