+521.0%
LITE vs HAL
+74.7%
+446.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | -1.5% | +2.9% | -4.5% | -2.3% |
| 30D | +6.7% | +17.0% | -10.4% | +1.8% |
| 3M | -6.8% | -9.7% | +2.9% | -3.5% |
| 6M | +29.4% | +8.6% | +20.8% | +27.9% |
| YTD | +139.1% | +33.0% | +106.1% | +123.1% |
| 1Y | +521.0% | +68.3% | +452.7% | +445.1% |
| All | +521.0% | +74.7% | +446.3% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling