+1,130.6%
LITE vs GEHC
+32.0%
+1,098.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +11.9% | +10.9% |
| 7D | +3.4% | -3.7% | +7.1% | +4.3% |
| 30D | -34.9% | +22.0% | -56.9% | -37.9% |
| 3M | -21.0% | +13.6% | -34.6% | -23.6% |
| 6M | -38.5% | +34.0% | -72.5% | -44.5% |
| YTD | +75.8% | +0.9% | +74.9% | +76.1% |
| 1Y | +156.7% | +12.7% | +143.9% | +143.8% |
| 3Y | +1,498.6% | +19.4% | +1,479.1% | +1,351.2% |
| All | +1,130.6% | +32.0% | +1,098.7% | +1,018.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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