+1,402.3%
LITE vs PFE
+61.4%
+1,340.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.1% |
| 7D | -35.9% | -3.7% | -32.2% | -35.3% |
| 30D | -51.5% | +5.0% | -56.5% | -52.2% |
| 3M | -35.7% | +12.2% | -47.9% | -38.1% |
| 6M | -43.0% | +14.6% | -57.5% | -45.5% |
| YTD | +46.1% | +24.1% | +22.0% | +36.1% |
| 1Y | +124.7% | +26.6% | +98.1% | +108.1% |
| 3Y | +1,172.1% | +14.3% | +1,157.7% | +1,088.4% |
| 5Y | +477.0% | -21.9% | +498.9% | +498.1% |
| All | +1,402.3% | +61.4% | +1,340.9% | +1,352.0% |
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