+905.1%
LITE vs GH
+446.7%
+458.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.4% | -4.0% |
| 7D | +10.8% | +0.6% | +10.2% | +10.7% |
| 30D | -33.4% | -6.9% | -26.5% | -31.8% |
| 3M | -32.2% | -4.9% | -27.3% | -31.2% |
| 6M | -42.1% | +54.1% | -96.2% | -47.4% |
| YTD | +61.9% | +48.5% | +13.3% | +46.9% |
| 1Y | +163.0% | +61.2% | +101.8% | +135.2% |
| 3Y | +1,358.0% | +570.3% | +787.7% | +799.8% |
| 5Y | +549.9% | +46.1% | +503.8% | +404.0% |
| All | +905.1% | +446.7% | +458.4% | +449.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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