+1,172.1%
LITE vs PFE
+13.8%
+1,158.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.7% |
| 7D | -35.9% | -3.7% | -32.2% | -35.9% |
| 30D | -51.5% | +5.0% | -56.5% | -51.5% |
| 3M | -35.7% | +12.2% | -47.9% | -36.2% |
| 6M | -43.0% | +14.6% | -57.5% | -43.3% |
| YTD | +46.1% | +24.1% | +22.0% | +43.5% |
| 1Y | +124.7% | +26.6% | +98.1% | +120.4% |
| 3Y | +1,172.1% | +14.3% | +1,157.7% | +1,152.0% |
| All | +1,172.1% | +13.8% | +1,158.3% | +1,152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling