+2,331.0%
LITE vs PR
+109.1%
+2,222.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.2% |
| 7D | -1.5% | +2.9% | -4.4% | -1.9% |
| 30D | +6.7% | +18.0% | -11.4% | +4.7% |
| 3M | -6.8% | +16.9% | -23.6% | -8.4% |
| 6M | +29.4% | +28.2% | +1.2% | +25.8% |
| YTD | +139.1% | +69.3% | +69.8% | +125.5% |
| 1Y | +521.0% | +69.5% | +451.5% | +485.1% |
| 3Y | +1,535.3% | +81.7% | +1,453.6% | +1,429.1% |
| 5Y | +889.8% | +422.2% | +467.6% | +739.8% |
| All | +2,331.0% | +109.1% | +2,222.0% | +2,549.0% |
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