+3,344.5%
LITE vs PSX
+360.0%
+2,984.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -13.9% | -7.8% | -6.1% | -11.5% |
| 30D | -46.9% | -9.9% | -37.0% | -45.2% |
| 3M | -28.0% | +16.9% | -45.0% | -31.3% |
| 6M | -35.2% | +48.0% | -83.2% | -42.7% |
| YTD | +58.9% | +98.3% | -39.5% | +27.1% |
| 1Y | +125.3% | +86.2% | +39.1% | +83.8% |
| 3Y | +1,344.4% | +144.0% | +1,200.4% | +975.3% |
| 5Y | +541.2% | +287.7% | +253.4% | +306.6% |
| 10Y | +1,587.5% | +338.3% | +1,249.2% | +920.4% |
| All | +3,344.5% | +360.0% | +2,984.6% | +1,934.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling