+1,321.8%
LITE vs PFE
+64.1%
+1,257.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.0% | -15.7% | -17.9% |
| 7D | -44.6% | -0.2% | -44.3% | -44.5% |
| 30D | -55.0% | +8.7% | -63.7% | -56.1% |
| 3M | -38.3% | +15.8% | -54.1% | -41.0% |
| 6M | -48.8% | +16.8% | -65.6% | -51.3% |
| YTD | +38.3% | +26.2% | +12.1% | +28.3% |
| 1Y | +119.0% | +29.9% | +89.1% | +101.4% |
| 3Y | +1,092.0% | +15.9% | +1,076.1% | +1,010.4% |
| 5Y | +446.1% | -20.6% | +466.7% | +463.9% |
| All | +1,321.8% | +64.1% | +1,257.7% | +1,268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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