+1,533.3%
LITE vs PSX
+363.6%
+1,169.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.8% |
| 7D | -12.9% | -8.0% | -4.9% | -10.3% |
| 30D | -46.0% | -9.0% | -36.9% | -44.3% |
| 3M | -33.0% | +24.7% | -57.8% | -37.7% |
| 6M | -34.0% | +49.3% | -83.4% | -42.3% |
| YTD | +61.7% | +100.2% | -38.4% | +27.4% |
| 1Y | +148.3% | +88.8% | +59.4% | +99.2% |
| 3Y | +1,408.5% | +152.5% | +1,256.0% | +991.2% |
| 5Y | +546.2% | +283.2% | +263.0% | +298.4% |
| 10Y | +1,533.3% | +345.8% | +1,187.5% | +875.4% |
| All | +1,533.3% | +363.6% | +1,169.7% | +875.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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