+904.3%
LITE vs GH
+472.2%
+432.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.4% | +9.5% |
| 7D | -12.9% | -7.0% | -5.9% | -11.1% |
| 30D | -46.0% | -5.2% | -40.8% | -44.9% |
| 3M | -33.0% | -5.8% | -27.3% | -31.9% |
| 6M | -34.0% | +65.9% | -100.0% | -41.1% |
| YTD | +61.7% | +55.5% | +6.3% | +45.3% |
| 1Y | +148.3% | +64.2% | +84.1% | +121.2% |
| 3Y | +1,408.5% | +606.0% | +802.5% | +819.7% |
| 5Y | +546.2% | +47.3% | +498.9% | +400.2% |
| All | +904.3% | +472.2% | +432.1% | +443.0% |
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