+1,402.3%
LITE vs PM
+235.7%
+1,166.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.1% |
| 7D | -35.9% | -5.2% | -30.7% | -35.1% |
| 30D | -51.5% | +2.7% | -54.2% | -51.8% |
| 3M | -35.7% | +6.1% | -41.9% | -36.8% |
| 6M | -43.0% | +18.0% | -61.0% | -46.1% |
| YTD | +46.1% | +26.6% | +19.5% | +34.1% |
| 1Y | +124.7% | +36.7% | +88.0% | +100.4% |
| 3Y | +1,172.1% | +146.0% | +1,026.1% | +764.4% |
| 5Y | +477.0% | +164.1% | +312.9% | +275.0% |
| All | +1,402.3% | +235.7% | +1,166.6% | +806.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling