+5,083.9%
LITE vs PEP
+100.6%
+4,983.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | +6.7% | +0.2% | +6.4% | +6.4% |
| 3M | -6.8% | -1.1% | -5.6% | -7.5% |
| 6M | +29.4% | -13.5% | +42.9% | +33.7% |
| YTD | +139.1% | -1.2% | +140.3% | +136.3% |
| 1Y | +521.0% | -1.6% | +522.5% | +510.4% |
| 3Y | +1,535.3% | -12.5% | +1,547.8% | +1,537.8% |
| 5Y | +889.8% | +3.0% | +886.8% | +794.9% |
| 10Y | +2,400.7% | +73.9% | +2,326.8% | +1,715.8% |
| All | +5,083.9% | +100.6% | +4,983.3% | +3,691.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling