+1,009.8%
LITE vs PG
+15.7%
+994.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +10.9% |
| 7D | +12.6% | -0.4% | +13.0% | +12.5% |
| 30D | +9.9% | -0.1% | +10.1% | +10.1% |
| 3M | +9.3% | +1.1% | +8.2% | +9.9% |
| 6M | +75.2% | -3.8% | +79.0% | +75.9% |
| YTD | +165.5% | +3.8% | +161.6% | +169.4% |
| 1Y | +555.0% | -5.8% | +560.7% | +563.6% |
| 3Y | +1,870.5% | +3.0% | +1,867.5% | +1,816.6% |
| 5Y | +1,009.8% | +14.5% | +995.4% | +887.4% |
| All | +1,009.8% | +15.7% | +994.1% | +887.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling