+5,083.9%
LITE vs HAL
+9.1%
+5,074.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | -6.8% | -9.7% | +2.9% | -4.4% |
| 6M | +29.4% | +8.6% | +20.8% | +26.2% |
| YTD | +139.1% | +33.0% | +106.1% | +119.1% |
| 1Y | +521.0% | +68.3% | +452.7% | +433.8% |
| 3Y | +1,535.3% | +0.1% | +1,535.2% | +1,481.8% |
| 5Y | +889.8% | +102.6% | +787.2% | +668.9% |
| 10Y | +2,400.7% | +3.8% | +2,396.9% | +1,741.7% |
| All | +5,083.9% | +9.1% | +5,074.8% | +3,204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling