+490.8%
LITE vs GH
+35.8%
+455.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.3% | +6.0% |
| 7D | -35.9% | -15.6% | -20.3% | -33.2% |
| 30D | -51.5% | -10.4% | -41.2% | -49.9% |
| 3M | -35.7% | -4.3% | -31.5% | -34.8% |
| 6M | -43.0% | +63.5% | -106.5% | -48.6% |
| YTD | +46.1% | +47.7% | -1.6% | +33.4% |
| 1Y | +124.7% | +56.7% | +68.0% | +103.5% |
| 3Y | +1,172.1% | +443.9% | +728.2% | +743.2% |
| All | +490.8% | +35.8% | +455.0% | +343.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling