+232.7%
LITE vs HD
-3.1%
+235.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.5% | -14.4% | -2.8% |
| 7D | -31.4% | +11.9% | -43.4% | -24.6% |
| 30D | -42.6% | +26.4% | -69.0% | -31.5% |
| 3M | -26.2% | +2.8% | -29.0% | -21.4% |
| 6M | -35.8% | +15.5% | -51.3% | -26.6% |
| YTD | +70.0% | +5.5% | +64.5% | +88.1% |
| 1Y | +232.7% | -4.6% | +237.3% | +244.2% |
| All | +232.7% | -3.1% | +235.9% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 1y: compounded portfolio wealth divided by compounded HD 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…
1y analysis · Full analysis span regression · 6 months rolling