+1,426.5%
LITE vs PSX
+155.7%
+1,270.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.2% |
| 7D | +22.6% | +6.4% | +16.1% | +19.9% |
| 30D | -36.8% | -10.2% | -26.6% | -34.3% |
| 3M | -33.0% | +17.2% | -50.2% | -36.8% |
| 6M | -37.1% | +51.8% | -88.8% | -46.6% |
| YTD | +69.5% | +108.0% | -38.5% | +22.8% |
| 1Y | +146.1% | +96.1% | +50.0% | +83.8% |
| All | +1,426.5% | +155.7% | +1,270.8% | +826.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling