+609.5%
LITE vs PPL
+45.9%
+563.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | -31.4% | +1.8% | -33.2% | -31.7% |
| 30D | -42.6% | +8.4% | -51.0% | -43.5% |
| 3M | -26.2% | +2.4% | -28.6% | -26.6% |
| 6M | -35.8% | -4.0% | -31.8% | -35.4% |
| YTD | +70.0% | +4.5% | +65.6% | +67.1% |
| 1Y | +232.7% | +1.7% | +231.0% | +229.6% |
| 3Y | +1,365.7% | +55.5% | +1,310.2% | +1,114.5% |
| 5Y | +609.5% | +47.0% | +562.4% | +491.2% |
| All | +609.5% | +45.9% | +563.6% | +491.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling