+901.5%
LITE vs PEP
+3.4%
+898.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.9% |
| 7D | -1.5% | -1.4% | -0.1% | -1.8% |
| 30D | +6.7% | +0.2% | +6.4% | +6.8% |
| 3M | -6.8% | -1.1% | -5.6% | -6.4% |
| 6M | +29.4% | -13.5% | +42.9% | +29.9% |
| YTD | +139.1% | -1.2% | +140.3% | +140.6% |
| 1Y | +521.0% | -1.6% | +522.5% | +524.5% |
| 3Y | +1,535.3% | -12.5% | +1,547.8% | +1,549.2% |
| All | +901.5% | +3.4% | +898.1% | +785.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling