+1,321.8%
LITE vs HD
+264.6%
+1,057.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.5% | -17.1% | -17.9% |
| 7D | -44.6% | +6.4% | -50.9% | -46.7% |
| 30D | -55.0% | +22.1% | -77.1% | -60.2% |
| 3M | -38.3% | -0.2% | -38.1% | -39.4% |
| 6M | -48.8% | +12.6% | -61.4% | -54.0% |
| YTD | +38.3% | +3.9% | +34.4% | +28.7% |
| 1Y | +119.0% | -3.7% | +122.7% | +112.4% |
| 3Y | +1,092.0% | +27.9% | +1,064.1% | +850.6% |
| 5Y | +446.1% | +7.8% | +438.2% | +373.7% |
| All | +1,321.8% | +264.6% | +1,057.2% | +614.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling