+1,262.8%
LITE vs PG
+19.6%
+1,243.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +4.8% |
| 7D | -35.9% | +2.4% | -38.3% | -34.4% |
| 30D | -51.5% | +12.6% | -64.2% | -46.0% |
| 3M | -35.7% | +13.3% | -49.0% | -27.7% |
| 6M | -43.0% | +13.4% | -56.4% | -34.7% |
| YTD | +46.1% | +18.8% | +27.4% | +73.6% |
| 1Y | +124.7% | +16.5% | +108.2% | +165.2% |
| All | +1,262.8% | +19.6% | +1,243.3% | +1,473.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling