+542.4%
LITE vs GH
+49.4%
+492.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | -13.9% | -11.2% | -2.7% | -11.3% |
| 30D | -46.9% | -7.2% | -39.7% | -45.6% |
| 3M | -28.0% | -7.1% | -20.9% | -26.6% |
| 6M | -35.2% | +62.3% | -97.5% | -41.5% |
| YTD | +58.9% | +52.1% | +6.8% | +44.2% |
| 1Y | +125.3% | +58.6% | +66.7% | +103.5% |
| 3Y | +1,344.4% | +619.9% | +724.5% | +811.6% |
| All | +542.4% | +49.4% | +492.9% | +378.4% |
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