+5,083.9%
LITE vs PM
+266.0%
+4,817.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.5% |
| 7D | -1.5% | -4.9% | +3.3% | -0.4% |
| 30D | +6.7% | -3.4% | +10.0% | +7.4% |
| 3M | -6.8% | +5.2% | -11.9% | -9.3% |
| 6M | +29.4% | +3.7% | +25.7% | +25.9% |
| YTD | +139.1% | +15.8% | +123.3% | +124.2% |
| 1Y | +521.0% | +17.4% | +503.6% | +475.2% |
| 3Y | +1,535.3% | +116.9% | +1,418.4% | +1,060.2% |
| 5Y | +889.8% | +117.3% | +772.5% | +591.4% |
| 10Y | +2,400.7% | +193.8% | +2,207.0% | +1,386.3% |
| All | +5,083.9% | +266.0% | +4,817.8% | +3,488.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling