+490.8%
LITE vs PPG
-16.6%
+507.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | -35.9% | +2.4% | -38.3% | -37.1% |
| 30D | -51.5% | +16.5% | -68.0% | -55.8% |
| 3M | -35.7% | +5.1% | -40.8% | -38.0% |
| 6M | -43.0% | +11.1% | -54.1% | -47.2% |
| YTD | +46.1% | +21.7% | +24.5% | +26.8% |
| 1Y | +124.7% | +32.0% | +92.8% | +84.4% |
| 3Y | +1,172.1% | +2.8% | +1,169.3% | +1,098.7% |
| All | +490.8% | -16.6% | +507.5% | +478.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling