+3,068.2%
LITE vs PPG
+39.3%
+3,028.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -55.7% |
| 3M | -35.7% | +5.1% | -40.8% | -38.0% |
| 6M | -43.0% | +11.1% | -54.1% | -47.1% |
| YTD | +46.1% | +21.7% | +24.5% | +27.9% |
| 1Y | +124.7% | +32.0% | +92.8% | +87.1% |
| 3Y | +1,172.1% | +2.8% | +1,169.3% | +1,111.4% |
| 5Y | +477.0% | -16.5% | +493.6% | +497.6% |
| 10Y | +1,465.7% | +59.3% | +1,406.3% | +1,062.0% |
| All | +3,068.2% | +39.3% | +3,028.8% | +2,309.9% |
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 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