+5,083.9%
LITE vs PSX
+368.0%
+4,715.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | +4.5% | -6.1% | -2.8% |
| 30D | +6.7% | +26.6% | -20.0% | -0.9% |
| 3M | -6.8% | +39.3% | -46.0% | -16.0% |
| 6M | +29.4% | +56.8% | -27.4% | +12.0% |
| YTD | +139.1% | +101.8% | +37.3% | +90.2% |
| 1Y | +521.0% | +99.6% | +421.4% | +395.3% |
| 3Y | +1,535.3% | +140.3% | +1,394.9% | +1,120.0% |
| 5Y | +889.8% | +339.3% | +550.5% | +502.1% |
| 10Y | +2,400.7% | +369.9% | +2,030.9% | +1,397.4% |
| All | +5,083.9% | +368.0% | +4,715.8% | +2,944.5% |
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