+901.5%
LITE vs PFE
-21.1%
+922.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | -1.5% | +1.8% | -3.3% | -1.8% |
| 30D | +6.7% | +10.2% | -3.6% | +4.9% |
| 3M | -6.8% | +12.7% | -19.4% | -8.7% |
| 6M | +29.4% | +10.5% | +18.9% | +27.1% |
| YTD | +139.1% | +20.2% | +118.9% | +130.9% |
| 1Y | +521.0% | +24.1% | +496.9% | +497.0% |
| 3Y | +1,535.3% | -3.6% | +1,538.9% | +1,525.0% |
| All | +901.5% | -21.1% | +922.7% | +856.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling