+807.3%
LITE vs GH
+443.7%
+363.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.3% | +6.0% |
| 7D | -35.9% | -15.6% | -20.3% | -33.1% |
| 30D | -51.5% | -10.4% | -41.2% | -49.9% |
| 3M | -35.7% | -4.3% | -31.5% | -34.9% |
| 6M | -43.0% | +63.5% | -106.5% | -49.0% |
| YTD | +46.1% | +47.7% | -1.6% | +32.6% |
| 1Y | +124.7% | +56.7% | +68.0% | +102.1% |
| 3Y | +1,172.1% | +443.9% | +728.2% | +717.6% |
| 5Y | +477.0% | +36.9% | +440.1% | +353.7% |
| All | +807.3% | +443.7% | +363.7% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling