+232.7%
LITE vs PGR
+21.4%
+211.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.3% | -5.2% |
| 7D | -31.4% | +4.1% | -35.5% | -28.1% |
| 30D | -42.6% | +10.4% | -53.0% | -35.4% |
| 3M | -26.2% | +11.4% | -37.6% | -15.2% |
| 6M | -35.8% | +17.9% | -53.7% | -20.2% |
| YTD | +70.0% | +9.8% | +60.3% | +100.9% |
| 1Y | +232.7% | +19.3% | +213.5% | +425.8% |
| All | +232.7% | +21.4% | +211.4% | +425.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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