+1,587.5%
LITE vs PPL
+65.3%
+1,522.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -13.9% | 0.0% | -13.9% | -14.0% |
| 30D | -46.9% | +4.3% | -51.2% | -47.9% |
| 3M | -28.0% | +2.9% | -31.0% | -29.0% |
| 6M | -35.2% | +1.1% | -36.3% | -35.9% |
| YTD | +58.9% | +4.5% | +54.4% | +54.5% |
| 1Y | +125.3% | +0.1% | +125.2% | +122.4% |
| 3Y | +1,344.4% | +55.7% | +1,288.7% | +1,074.5% |
| 5Y | +541.2% | +47.6% | +493.6% | +427.6% |
| 10Y | +1,587.5% | +66.8% | +1,520.7% | +1,265.0% |
| All | +1,587.5% | +65.3% | +1,522.2% | +1,265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling