+901.5%
LITE vs PL
+82.7%
+818.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | -1.5% | -9.3% | +7.8% | +0.4% |
| 30D | +6.7% | -18.9% | +25.6% | +11.6% |
| 3M | -6.8% | -58.4% | +51.6% | +10.4% |
| 6M | +29.4% | -30.3% | +59.8% | +36.4% |
| YTD | +139.1% | -8.1% | +147.2% | +135.5% |
| 1Y | +521.0% | +180.5% | +340.5% | +374.7% |
| 3Y | +1,535.3% | +444.1% | +1,091.1% | +910.1% |
| All | +901.5% | +82.7% | +818.9% | +465.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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