+163.0%
LITE vs PFE
+18.8%
+144.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.4% |
| 7D | +10.8% | -1.7% | +12.5% | +10.3% |
| 30D | -33.4% | +0.3% | -33.8% | -33.0% |
| 3M | -32.2% | +9.4% | -41.6% | -31.3% |
| 6M | -42.1% | +14.9% | -57.0% | -40.7% |
| YTD | +61.9% | +23.8% | +38.1% | +51.4% |
| 1Y | +163.0% | +19.5% | +143.5% | +156.8% |
| All | +163.0% | +18.8% | +144.2% | +156.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling