+2,898.2%
LITE vs HBM
+215.6%
+2,682.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.4% | -11.3% | -16.8% |
| 7D | -44.6% | -11.9% | -32.7% | -42.6% |
| 30D | -55.0% | -23.6% | -31.4% | -51.6% |
| 3M | -38.3% | -20.5% | -17.8% | -34.2% |
| 6M | -48.8% | -7.9% | -40.9% | -47.2% |
| YTD | +38.3% | +3.8% | +34.5% | +37.5% |
| 1Y | +119.0% | +31.7% | +87.3% | +107.8% |
| 3Y | +1,092.0% | +342.4% | +749.6% | +781.8% |
| 5Y | +446.1% | +205.5% | +240.6% | +312.7% |
| 10Y | +1,381.7% | +379.4% | +1,002.2% | +861.0% |
| All | +2,898.2% | +215.6% | +2,682.6% | +1,389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling