+922.8%
LITE vs GEHC
+31.6%
+891.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.0% |
| 7D | -35.9% | +7.6% | -43.5% | -37.0% |
| 30D | -51.5% | +27.5% | -79.0% | -54.3% |
| 3M | -35.7% | +17.2% | -53.0% | -38.4% |
| 6M | -43.0% | +33.6% | -76.6% | -48.6% |
| YTD | +46.1% | +0.6% | +45.5% | +46.4% |
| 1Y | +124.7% | +11.3% | +113.4% | +114.6% |
| 3Y | +1,172.1% | +16.5% | +1,155.6% | +1,061.1% |
| All | +922.8% | +31.6% | +891.2% | +830.1% |
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