+1,103.8%
LITE vs GH
+440.6%
+663.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.0% | -9.7% | -16.4% |
| 7D | -44.6% | -17.2% | -27.4% | -41.6% |
| 30D | -55.0% | -10.1% | -44.9% | -53.4% |
| 3M | -38.3% | -6.0% | -32.3% | -37.0% |
| 6M | -48.8% | +71.4% | -120.1% | -54.7% |
| YTD | +38.3% | +50.2% | -11.9% | +24.9% |
| 1Y | +119.0% | +61.4% | +57.6% | +95.5% |
| All | +1,103.8% | +440.6% | +663.2% | +692.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling