+2,614.7%
LITE vs PSX
+377.2%
+2,237.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | +13.6% | +1.8% | +11.8% | +13.0% |
| 30D | +21.6% | +21.6% | -0.1% | +14.2% |
| 3M | +20.3% | +46.5% | -26.1% | +6.1% |
| 6M | +54.4% | +62.0% | -7.6% | +31.2% |
| YTD | +168.3% | +106.3% | +62.0% | +109.2% |
| 1Y | +551.8% | +103.0% | +448.8% | +410.5% |
| 3Y | +1,891.5% | +135.5% | +1,756.0% | +1,367.6% |
| 5Y | +1,014.7% | +368.5% | +646.2% | +540.3% |
| 10Y | +2,614.7% | +386.6% | +2,228.2% | +1,370.2% |
| All | +2,614.7% | +377.2% | +2,237.6% | +1,370.2% |
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