+1,618.0%
LITE vs PM
+240.6%
+1,377.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.4% | +13.1% | +11.2% |
| 7D | -12.9% | -7.3% | -5.6% | -11.4% |
| 30D | -46.0% | -4.0% | -42.0% | -45.5% |
| 3M | -33.0% | +2.7% | -35.8% | -33.7% |
| 6M | -34.0% | +14.9% | -48.9% | -37.3% |
| YTD | +61.7% | +23.5% | +38.2% | +49.2% |
| 1Y | +148.3% | +30.4% | +117.9% | +124.4% |
| 3Y | +1,408.5% | +143.2% | +1,265.3% | +926.7% |
| 5Y | +546.2% | +159.5% | +386.7% | +321.7% |
| All | +1,618.0% | +240.6% | +1,377.5% | +997.3% |
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