+3,586.8%
LITE vs PM
+323.7%
+3,263.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.4% | -8.2% |
| 7D | -31.4% | +4.3% | -35.7% | -32.0% |
| 30D | -42.6% | +11.5% | -54.1% | -44.1% |
| 3M | -26.2% | +13.0% | -39.3% | -28.6% |
| 6M | -35.8% | +25.9% | -61.7% | -40.4% |
| YTD | +70.0% | +34.0% | +36.0% | +53.8% |
| 1Y | +232.7% | +46.9% | +185.9% | +191.1% |
| 3Y | +1,365.7% | +158.9% | +1,206.9% | +890.1% |
| 5Y | +609.5% | +181.3% | +428.2% | +356.8% |
| 10Y | +1,721.9% | +258.7% | +1,463.3% | +930.7% |
| All | +3,586.8% | +323.7% | +3,263.1% | +2,360.8% |
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