+1,402.3%
LITE vs HBM
+376.3%
+1,026.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.2% |
| 7D | -35.9% | -3.6% | -32.3% | -35.0% |
| 30D | -51.5% | -19.2% | -32.4% | -47.8% |
| 3M | -35.7% | -20.5% | -15.2% | -30.4% |
| 6M | -43.0% | -12.8% | -30.1% | -39.9% |
| YTD | +46.1% | +5.4% | +40.7% | +43.8% |
| 1Y | +124.7% | +33.0% | +91.8% | +108.4% |
| 3Y | +1,172.1% | +357.3% | +814.7% | +745.7% |
| 5Y | +477.0% | +210.4% | +266.6% | +295.6% |
| All | +1,402.3% | +376.3% | +1,026.0% | +777.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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