+129.4%
LITE vs GH
+62.0%
+67.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.4% | +8.5% |
| 7D | -12.9% | -7.0% | -5.9% | -9.8% |
| 30D | -46.0% | -5.2% | -40.8% | -43.9% |
| 3M | -33.0% | -5.8% | -27.3% | -30.9% |
| 6M | -34.0% | +65.9% | -100.0% | -43.4% |
| YTD | +61.7% | +55.5% | +6.3% | +34.4% |
| All | +129.4% | +62.0% | +67.4% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling