+5,083.9%
LITE vs PPG
+28.1%
+5,055.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.1% |
| 7D | -1.5% | -1.5% | -0.1% | -0.7% |
| 30D | +6.7% | -5.0% | +11.6% | +9.6% |
| 3M | -6.8% | +1.1% | -7.9% | -8.1% |
| 6M | +29.4% | -3.2% | +32.6% | +30.6% |
| YTD | +139.1% | +11.9% | +127.2% | +121.1% |
| 1Y | +521.0% | +5.3% | +515.7% | +489.6% |
| 3Y | +1,535.3% | -15.0% | +1,550.3% | +1,636.3% |
| 5Y | +889.8% | -19.6% | +909.4% | +956.0% |
| 10Y | +2,400.7% | +27.0% | +2,373.7% | +1,919.7% |
| All | +5,083.9% | +28.1% | +5,055.7% | +4,065.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling