+490.8%
LITE vs PM
+161.1%
+329.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.6% |
| 7D | -35.9% | -5.2% | -30.7% | -36.1% |
| 30D | -51.5% | +2.7% | -54.2% | -51.3% |
| 3M | -35.7% | +5.2% | -41.0% | -35.4% |
| 6M | -43.0% | +17.0% | -60.0% | -43.2% |
| YTD | +46.1% | +25.5% | +20.6% | +44.5% |
| 1Y | +124.7% | +35.5% | +89.2% | +119.5% |
| 3Y | +1,172.1% | +143.9% | +1,028.1% | +878.3% |
| All | +490.8% | +161.1% | +329.8% | +352.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling