+546.2%
LITE vs PSX
+289.8%
+256.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.8% |
| 7D | -12.9% | -8.0% | -4.9% | -10.4% |
| 30D | -46.0% | -9.0% | -36.9% | -44.4% |
| 3M | -33.0% | +24.7% | -57.8% | -37.5% |
| 6M | -34.0% | +49.3% | -83.4% | -41.9% |
| YTD | +61.7% | +100.2% | -38.4% | +28.0% |
| 1Y | +148.3% | +88.8% | +59.4% | +100.5% |
| 3Y | +1,408.5% | +152.5% | +1,256.0% | +995.2% |
| 5Y | +546.2% | +283.2% | +263.0% | +325.7% |
| All | +546.2% | +289.8% | +256.3% | +325.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling