+1,533.3%
LITE vs HAL
-18.5%
+1,551.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | -12.9% | -7.9% | -5.0% | -10.6% |
| 30D | -46.0% | -2.1% | -43.9% | -45.3% |
| 3M | -33.0% | +0.4% | -33.5% | -33.0% |
| 6M | -34.0% | -19.2% | -14.8% | -29.9% |
| YTD | +61.7% | +14.4% | +47.4% | +54.5% |
| 1Y | +148.3% | +18.0% | +130.3% | +135.4% |
| 3Y | +1,408.5% | -9.7% | +1,418.2% | +1,411.7% |
| 5Y | +546.2% | +40.1% | +506.0% | +449.1% |
| 10Y | +1,533.3% | -19.1% | +1,552.4% | +1,294.8% |
| All | +1,533.3% | -18.5% | +1,551.8% | +1,294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling