+1,493.1%
LITE vs PFE
+46.7%
+1,446.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | +10.8% | -1.7% | +12.5% | +11.3% |
| 30D | -33.4% | +0.3% | -33.8% | -33.6% |
| 3M | -32.2% | +9.4% | -41.6% | -34.2% |
| 6M | -42.1% | +14.9% | -57.0% | -44.8% |
| YTD | +61.9% | +23.8% | +38.1% | +50.4% |
| 1Y | +163.0% | +19.5% | +143.5% | +147.2% |
| 3Y | +1,358.0% | +21.0% | +1,337.0% | +1,229.3% |
| 5Y | +549.9% | -23.9% | +573.8% | +582.7% |
| All | +1,493.1% | +46.7% | +1,446.4% | +1,332.4% |
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