+446.1%
LITE vs PPL
+47.7%
+398.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.8% | -19.5% | -18.8% |
| 7D | -44.6% | +1.0% | -45.6% | -44.7% |
| 30D | -55.0% | +6.8% | -61.9% | -55.6% |
| 3M | -38.3% | +3.9% | -42.2% | -38.8% |
| 6M | -48.8% | -2.0% | -46.7% | -48.7% |
| YTD | +38.3% | +5.3% | +33.0% | +35.7% |
| 1Y | +119.0% | +2.2% | +116.8% | +116.7% |
| 3Y | +1,092.0% | +56.7% | +1,035.3% | +884.6% |
| 5Y | +446.1% | +49.1% | +397.0% | +351.1% |
| All | +446.1% | +47.7% | +398.4% | +351.1% |
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