+551.8%
LITE vs PPG
-0.7%
+552.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.7% |
| 7D | +13.6% | -3.7% | +17.3% | +14.7% |
| 30D | +21.6% | -7.2% | +28.8% | +24.0% |
| 3M | +20.3% | -7.3% | +27.7% | +22.6% |
| 6M | +54.4% | +0.3% | +54.1% | +53.3% |
| YTD | +168.3% | +6.5% | +161.8% | +168.3% |
| 1Y | +551.8% | +0.5% | +551.3% | +521.7% |
| All | +551.8% | -0.7% | +552.5% | +521.7% |
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