+163.0%
LITE vs PPG
+28.6%
+134.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | +10.8% | +0.7% | +10.0% | +10.7% |
| 30D | -33.4% | +17.6% | -51.0% | -35.7% |
| 3M | -32.2% | +7.5% | -39.7% | -33.0% |
| 6M | -42.1% | +17.6% | -59.7% | -44.2% |
| YTD | +61.9% | +22.6% | +39.3% | +77.9% |
| 1Y | +163.0% | +28.0% | +135.0% | +210.4% |
| All | +163.0% | +28.6% | +134.3% | +210.4% |
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