+1,012.0%
LITE vs GEHC
+33.6%
+978.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -13.9% | +3.7% | -17.6% | -14.5% |
| 30D | -46.9% | +27.3% | -74.2% | -49.9% |
| 3M | -28.0% | +14.7% | -42.8% | -30.5% |
| 6M | -35.2% | +31.9% | -67.2% | -41.1% |
| YTD | +58.9% | +2.2% | +56.7% | +58.7% |
| 1Y | +125.3% | +14.1% | +111.2% | +113.6% |
| 3Y | +1,344.4% | +21.0% | +1,323.5% | +1,208.3% |
| All | +1,012.0% | +33.6% | +978.3% | +908.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling