+232.7%
LITE vs PG
+15.9%
+216.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.2% | -11.1% | -3.2% |
| 7D | -31.4% | +5.7% | -37.1% | -25.3% |
| 30D | -42.6% | +15.4% | -58.0% | -29.2% |
| 3M | -26.2% | +13.8% | -40.0% | -9.4% |
| 6M | -35.8% | +18.3% | -54.1% | -16.5% |
| YTD | +70.0% | +20.1% | +49.9% | +158.7% |
| 1Y | +232.7% | +17.0% | +215.7% | +377.4% |
| All | +232.7% | +15.9% | +216.9% | +377.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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