+490.8%
LITE vs HAL
+41.5%
+449.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | -35.9% | -12.0% | -24.0% | -32.9% |
| 30D | -51.5% | +0.3% | -51.8% | -51.2% |
| 3M | -35.7% | -1.6% | -34.1% | -35.3% |
| 6M | -43.0% | -20.5% | -22.5% | -38.7% |
| YTD | +46.1% | +14.2% | +31.9% | +39.3% |
| 1Y | +124.7% | +18.9% | +105.9% | +111.7% |
| 3Y | +1,172.1% | -13.7% | +1,185.8% | +1,141.8% |
| All | +490.8% | +41.5% | +449.3% | +416.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling