+232.7%
LITE vs PPG
+38.5%
+194.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.0% | -12.8% | -8.5% |
| 7D | -31.4% | +7.5% | -38.9% | -32.3% |
| 30D | -42.6% | +20.9% | -63.5% | -45.1% |
| 3M | -26.2% | +8.7% | -34.9% | -27.3% |
| 6M | -35.8% | +23.8% | -59.6% | -39.4% |
| YTD | +70.0% | +26.5% | +43.5% | +77.0% |
| 1Y | +232.7% | +37.6% | +195.2% | +264.6% |
| All | +232.7% | +38.5% | +194.3% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling