+1,493.1%
LITE vs PEP
+92.7%
+1,400.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.8% |
| 7D | +10.8% | +2.9% | +7.9% | +10.3% |
| 30D | -33.4% | +12.5% | -45.9% | -35.1% |
| 3M | -32.2% | +4.5% | -36.8% | -33.0% |
| 6M | -42.1% | -0.5% | -41.6% | -42.4% |
| YTD | +61.9% | +4.4% | +57.4% | +58.0% |
| 1Y | +163.0% | +4.4% | +158.6% | +156.4% |
| 3Y | +1,358.0% | -3.4% | +1,361.4% | +1,308.1% |
| 5Y | +549.9% | +5.2% | +544.8% | +488.9% |
| All | +1,493.1% | +92.7% | +1,400.4% | +1,078.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling