+2,898.2%
LITE vs HAL
-6.1%
+2,904.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.3% | -15.4% | -17.8% |
| 7D | -44.6% | -11.1% | -33.5% | -42.5% |
| 30D | -55.0% | -2.4% | -52.6% | -54.5% |
| 3M | -38.3% | +0.8% | -39.1% | -38.4% |
| 6M | -48.8% | -22.8% | -25.9% | -45.0% |
| YTD | +38.3% | +14.5% | +23.8% | +32.5% |
| 1Y | +119.0% | +20.2% | +98.8% | +107.3% |
| 3Y | +1,092.0% | -15.2% | +1,107.2% | +1,112.3% |
| 5Y | +446.1% | +42.5% | +403.5% | +368.2% |
| 10Y | +1,381.7% | -16.5% | +1,398.2% | +1,043.3% |
| All | +2,898.2% | -6.1% | +2,904.3% | +1,897.7% |
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