+521.0%
LITE vs PM
+16.6%
+504.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +2.7% |
| 7D | -1.5% | -4.9% | +3.3% | -4.7% |
| 30D | +6.7% | -3.4% | +10.0% | +4.6% |
| 3M | -6.8% | +5.2% | -11.9% | -3.5% |
| 6M | +29.4% | +3.7% | +25.7% | +30.3% |
| YTD | +139.1% | +15.8% | +123.3% | +180.3% |
| 1Y | +521.0% | +17.4% | +503.6% | +653.7% |
| All | +521.0% | +16.6% | +504.4% | +653.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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