+1,402.3%
LITE vs PR
+66.0%
+1,336.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.7% | +5.5% |
| 7D | -35.9% | -16.4% | -19.5% | -34.5% |
| 30D | -51.5% | -1.9% | -49.6% | -51.3% |
| 3M | -35.7% | +8.0% | -43.7% | -36.2% |
| 6M | -43.0% | +4.1% | -47.1% | -43.2% |
| YTD | +46.1% | +58.7% | -12.6% | +38.9% |
| 1Y | +124.7% | +75.8% | +48.9% | +111.4% |
| 3Y | +1,172.1% | +73.2% | +1,098.9% | +1,098.6% |
| 5Y | +477.0% | +230.1% | +246.9% | +407.3% |
| All | +1,402.3% | +66.0% | +1,336.3% | +1,577.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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