+2,405.2%
LITE vs PPG
+26.3%
+2,378.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.3% |
| 7D | +10.4% | -5.1% | +15.6% | +13.6% |
| 30D | +14.0% | -9.6% | +23.6% | +20.3% |
| 3M | +9.7% | -6.4% | +16.1% | +13.1% |
| 6M | +39.2% | +0.5% | +38.7% | +36.6% |
| YTD | +153.9% | +4.4% | +149.4% | +142.3% |
| 1Y | +467.5% | -0.9% | +468.4% | +454.8% |
| 3Y | +1,784.2% | -17.0% | +1,801.2% | +1,930.6% |
| 5Y | +990.3% | -23.7% | +1,014.0% | +1,099.6% |
| All | +2,405.2% | +26.3% | +2,378.9% | +1,878.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling