+1,618.0%
LITE vs PEP
+80.9%
+1,537.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | -12.9% | +1.0% | -13.9% | -13.1% |
| 30D | -46.0% | +12.6% | -58.6% | -47.4% |
| 3M | -33.0% | +3.1% | -36.2% | -33.7% |
| 6M | -34.0% | -6.3% | -27.8% | -33.5% |
| YTD | +61.7% | +1.9% | +59.9% | +58.6% |
| 1Y | +148.3% | +3.3% | +145.0% | +141.8% |
| 3Y | +1,408.5% | -4.8% | +1,413.3% | +1,355.5% |
| 5Y | +546.2% | +2.0% | +544.1% | +490.0% |
| All | +1,618.0% | +80.9% | +1,537.1% | +1,181.1% |
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