+2,898.2%
LITE vs PM
+304.1%
+2,594.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.6% | -14.0% | -17.7% |
| 7D | -44.6% | -3.4% | -41.2% | -44.0% |
| 30D | -55.0% | +5.8% | -60.9% | -55.6% |
| 3M | -38.3% | +6.7% | -45.0% | -39.4% |
| 6M | -48.8% | +19.9% | -68.6% | -51.8% |
| YTD | +38.3% | +27.8% | +10.5% | +26.6% |
| 1Y | +119.0% | +39.4% | +79.6% | +94.3% |
| 3Y | +1,092.0% | +146.9% | +945.1% | +715.3% |
| 5Y | +446.1% | +166.6% | +279.4% | +256.9% |
| 10Y | +1,381.7% | +242.1% | +1,139.6% | +748.7% |
| All | +2,898.2% | +304.1% | +2,594.2% | +1,926.2% |
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