+901.5%
LITE vs PR
+433.6%
+467.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.4% |
| 7D | -1.5% | +2.9% | -4.4% | -2.3% |
| 30D | +6.7% | +18.0% | -11.4% | +1.7% |
| 3M | -6.8% | +16.9% | -23.6% | -11.0% |
| 6M | +29.4% | +28.2% | +1.2% | +20.3% |
| YTD | +139.1% | +69.3% | +69.8% | +105.9% |
| 1Y | +521.0% | +69.5% | +451.5% | +433.4% |
| 3Y | +1,535.3% | +81.7% | +1,453.6% | +1,268.8% |
| All | +901.5% | +433.6% | +467.9% | +598.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling