+2,405.2%
LITE vs PNR
+66.6%
+2,338.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.6% |
| 7D | +10.4% | -5.5% | +15.9% | +13.9% |
| 30D | +14.0% | -15.6% | +29.6% | +24.6% |
| 3M | +9.7% | -20.2% | +29.9% | +22.4% |
| 6M | +39.2% | -36.6% | +75.9% | +77.8% |
| YTD | +153.9% | -45.0% | +198.8% | +249.2% |
| 1Y | +467.5% | -47.4% | +514.9% | +703.4% |
| 3Y | +1,784.2% | -13.7% | +1,797.9% | +1,911.7% |
| 5Y | +990.3% | -20.8% | +1,011.1% | +1,090.5% |
| All | +2,405.2% | +66.6% | +2,338.6% | +1,646.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling