+2,331.0%
LITE vs PPL
+54.8%
+2,276.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +2.7% | -4.2% | -2.4% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | -6.8% | +0.7% | -7.4% | -7.4% |
| 6M | +29.4% | -7.6% | +37.0% | +32.1% |
| YTD | +139.1% | +1.8% | +137.3% | +135.3% |
| 1Y | +521.0% | -0.8% | +521.8% | +514.8% |
| 3Y | +1,535.3% | +56.9% | +1,478.4% | +1,226.9% |
| 5Y | +889.8% | +39.5% | +850.3% | +734.7% |
| All | +2,331.0% | +54.8% | +2,276.2% | +1,866.0% |
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