+1,370.5%
LITE vs GH
+613.7%
+756.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.4% | +9.3% |
| 7D | -12.9% | -7.0% | -5.9% | -10.9% |
| 30D | -46.0% | -5.2% | -40.8% | -44.7% |
| 3M | -33.0% | -5.8% | -27.3% | -31.7% |
| 6M | -34.0% | +65.9% | -100.0% | -41.3% |
| YTD | +61.7% | +55.5% | +6.3% | +44.8% |
| 1Y | +148.3% | +64.2% | +84.1% | +120.5% |
| All | +1,370.5% | +613.7% | +756.9% | +778.5% |
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