+1,384.6%
LITE vs GH
+481.7%
+902.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | -0.1% | -1.5% | -1.6% |
| 30D | +6.7% | -1.1% | +7.7% | +7.0% |
| 3M | -6.8% | +21.3% | -28.1% | -10.8% |
| 6M | +29.4% | +73.5% | -44.1% | +13.8% |
| YTD | +139.1% | +58.0% | +81.1% | +113.2% |
| 1Y | +521.0% | +163.1% | +357.9% | +389.1% |
| 3Y | +1,535.3% | +361.0% | +1,174.2% | +980.3% |
| 5Y | +889.8% | +22.5% | +867.3% | +691.4% |
| All | +1,384.6% | +481.7% | +902.9% | +697.1% |
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 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