+1,563.7%
LITE vs PM
+117.4%
+1,446.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +3.6% |
| 7D | -1.5% | -4.9% | +3.3% | -2.5% |
| 30D | +6.7% | -3.4% | +10.0% | +6.1% |
| 3M | -6.8% | +5.2% | -11.9% | -6.4% |
| 6M | +29.4% | +3.7% | +25.7% | +29.7% |
| YTD | +139.1% | +15.8% | +123.3% | +141.9% |
| 1Y | +521.0% | +17.4% | +503.6% | +529.6% |
| All | +1,563.7% | +117.4% | +1,446.2% | +1,001.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling