+2,898.2%
LITE vs PEP
+108.0%
+2,790.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.9% | -18.7% |
| 7D | -44.6% | +6.7% | -51.2% | -45.3% |
| 30D | -55.0% | +13.5% | -68.6% | -56.4% |
| 3M | -38.3% | +3.9% | -42.2% | -39.1% |
| 6M | -48.8% | -6.0% | -42.8% | -48.4% |
| YTD | +38.3% | +2.5% | +35.8% | +35.3% |
| 1Y | +119.0% | +3.9% | +115.0% | +112.7% |
| 3Y | +1,092.0% | -4.7% | +1,096.7% | +1,051.1% |
| 5Y | +446.1% | +1.1% | +445.0% | +403.5% |
| 10Y | +1,381.7% | +83.8% | +1,297.8% | +960.1% |
| All | +2,898.2% | +108.0% | +2,790.3% | +2,070.6% |
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