+3,068.2%
LITE vs PNC
+224.0%
+2,844.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | -35.9% | -1.1% | -34.8% | -35.6% |
| 30D | -51.5% | +4.5% | -56.0% | -52.6% |
| 3M | -35.7% | -10.0% | -25.7% | -32.4% |
| 6M | -43.0% | +3.1% | -46.0% | -44.5% |
| YTD | +46.1% | +11.5% | +34.6% | +36.1% |
| 1Y | +124.7% | +27.3% | +97.4% | +95.6% |
| 3Y | +1,172.1% | +106.4% | +1,065.7% | +788.8% |
| 5Y | +477.0% | +31.1% | +445.9% | +385.4% |
| 10Y | +1,465.7% | +231.3% | +1,234.4% | +738.0% |
| All | +3,068.2% | +224.0% | +2,844.2% | +1,464.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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