+446.1%
LITE vs PR
+225.6%
+220.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.9% | -13.8% | -17.3% |
| 7D | -44.6% | -16.5% | -28.0% | -41.3% |
| 30D | -55.0% | -4.5% | -50.5% | -54.2% |
| 3M | -38.3% | +8.5% | -46.9% | -39.7% |
| 6M | -48.8% | -3.3% | -45.4% | -48.3% |
| YTD | +38.3% | +55.7% | -17.4% | +21.5% |
| 1Y | +119.0% | +82.0% | +36.9% | +84.3% |
| 3Y | +1,092.0% | +62.5% | +1,029.6% | +923.0% |
| 5Y | +446.1% | +223.9% | +222.2% | +302.4% |
| All | +446.1% | +225.6% | +220.4% | +302.4% |
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