+609.5%
LITE vs PR
+239.6%
+369.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.5% | -1.3% | -6.0% |
| 7D | -31.4% | -12.1% | -19.3% | -28.7% |
| 30D | -42.6% | +0.9% | -43.5% | -42.6% |
| 3M | -26.2% | +10.1% | -36.4% | -28.4% |
| 6M | -35.8% | +1.1% | -36.9% | -36.3% |
| YTD | +70.0% | +63.7% | +6.4% | +46.8% |
| 1Y | +232.7% | +87.0% | +145.7% | +176.5% |
| 3Y | +1,365.7% | +70.7% | +1,295.0% | +1,136.0% |
| 5Y | +609.5% | +246.8% | +362.7% | +412.5% |
| All | +609.5% | +239.6% | +369.9% | +412.5% |
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