+1,618.0%
LITE vs HD
+255.9%
+1,362.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.2% |
| 7D | -12.9% | +3.6% | -16.5% | -14.6% |
| 30D | -46.0% | +21.6% | -67.5% | -51.9% |
| 3M | -33.0% | +0.1% | -33.1% | -34.3% |
| 6M | -34.0% | +13.0% | -47.0% | -40.8% |
| YTD | +61.7% | +4.9% | +56.8% | +49.8% |
| 1Y | +148.3% | -2.1% | +150.4% | +138.5% |
| 3Y | +1,408.5% | +32.6% | +1,375.9% | +1,073.9% |
| 5Y | +546.2% | +8.2% | +537.9% | +459.9% |
| All | +1,618.0% | +255.9% | +1,362.1% | +692.1% |
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