+5,083.9%
LITE vs PNR
+76.3%
+5,007.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | -2.4% | +0.8% | -0.3% |
| 30D | +6.7% | -12.8% | +19.4% | +14.1% |
| 3M | -6.8% | -17.0% | +10.2% | +1.0% |
| 6M | +29.4% | -37.4% | +66.9% | +64.4% |
| YTD | +139.1% | -41.6% | +180.7% | +211.4% |
| 1Y | +521.0% | -44.6% | +565.6% | +734.0% |
| 3Y | +1,535.3% | -12.1% | +1,547.4% | +1,633.3% |
| 5Y | +889.8% | -17.4% | +907.2% | +953.7% |
| 10Y | +2,400.7% | +64.0% | +2,336.7% | +1,701.8% |
| All | +5,083.9% | +76.3% | +5,007.6% | +2,935.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling