+991.7%
LITE vs GH
+457.8%
+534.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.0% | +10.8% |
| 7D | +3.4% | -8.2% | +11.6% | +5.8% |
| 30D | -34.9% | -4.9% | -30.0% | -33.6% |
| 3M | -21.0% | -6.2% | -14.8% | -19.6% |
| 6M | -38.5% | +60.0% | -98.5% | -44.7% |
| YTD | +75.8% | +51.5% | +24.3% | +58.8% |
| 1Y | +156.7% | +58.4% | +98.3% | +130.4% |
| 3Y | +1,498.6% | +617.2% | +881.3% | +872.2% |
| 5Y | +610.9% | +47.0% | +563.9% | +450.5% |
| All | +991.7% | +457.8% | +534.0% | +493.6% |
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