+1,380.3%
LITE vs PR
+69.4%
+1,310.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.5% | -1.3% | -4.6% |
| 7D | -31.4% | -12.1% | -19.3% | -26.5% |
| 30D | -42.6% | +0.9% | -43.5% | -42.5% |
| 3M | -26.2% | +10.1% | -36.4% | -30.3% |
| 6M | -35.8% | +1.1% | -36.9% | -36.8% |
| YTD | +70.0% | +63.7% | +6.4% | +26.9% |
| 1Y | +232.7% | +87.0% | +145.7% | +128.9% |
| All | +1,380.3% | +69.4% | +1,310.9% | +931.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling