+2,614.7%
LITE vs PG
+115.0%
+2,499.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +13.6% | -3.4% | +17.0% | +14.2% |
| 30D | +21.6% | -2.6% | +24.2% | +22.0% |
| 3M | +20.3% | -3.3% | +23.7% | +20.4% |
| 6M | +54.4% | -6.7% | +61.1% | +55.4% |
| YTD | +168.3% | +1.7% | +166.6% | +164.1% |
| 1Y | +551.8% | -7.9% | +559.7% | +557.2% |
| 3Y | +1,891.5% | +0.9% | +1,890.6% | +1,778.8% |
| 5Y | +1,014.7% | +12.6% | +1,002.1% | +880.7% |
| 10Y | +2,614.7% | +117.2% | +2,497.6% | +1,753.1% |
| All | +2,614.7% | +115.0% | +2,499.7% | +1,753.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling