+1,870.5%
LITE vs PPG
-13.4%
+1,883.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +12.5% |
| 7D | +12.6% | 0.0% | +12.6% | +12.4% |
| 30D | +9.9% | -7.8% | +17.7% | +15.3% |
| 3M | +9.3% | -2.2% | +11.5% | +9.4% |
| 6M | +75.2% | +4.1% | +71.1% | +67.3% |
| YTD | +165.5% | +9.1% | +156.4% | +141.8% |
| 1Y | +555.0% | +1.0% | +554.0% | +528.2% |
| 3Y | +1,870.5% | -13.3% | +1,883.7% | +1,850.9% |
| All | +1,870.5% | -13.4% | +1,883.9% | +1,850.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling