+129.4%
LITE vs HAL
+17.1%
+112.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.6% |
| 7D | -12.9% | -7.9% | -5.0% | -10.2% |
| 30D | -46.0% | -2.1% | -43.9% | -44.6% |
| 3M | -33.0% | +0.4% | -33.5% | -31.9% |
| 6M | -34.0% | -19.2% | -14.8% | -28.9% |
| YTD | +61.7% | +14.4% | +47.4% | +68.1% |
| All | +129.4% | +17.1% | +112.3% | +139.0% |
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