+1,103.8%
LITE vs PEP
-3.9%
+1,107.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.9% | -18.5% |
| 7D | -44.6% | +6.7% | -51.2% | -41.6% |
| 30D | -55.0% | +13.5% | -68.6% | -50.4% |
| 3M | -38.3% | +3.9% | -42.2% | -35.1% |
| 6M | -48.8% | -6.0% | -42.8% | -47.0% |
| YTD | +38.3% | +2.5% | +35.8% | +48.5% |
| 1Y | +119.0% | +3.9% | +115.0% | +136.9% |
| All | +1,103.8% | -3.9% | +1,107.7% | +1,071.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling