+1,568.0%
LITE vs HD
+240.6%
+1,327.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | +22.6% | -0.5% | +23.0% | +22.9% |
| 30D | -36.8% | +18.5% | -55.3% | -43.0% |
| 3M | -33.0% | +2.2% | -35.2% | -35.0% |
| 6M | -37.1% | +13.8% | -50.9% | -43.7% |
| YTD | +69.5% | +3.4% | +66.1% | +58.1% |
| 1Y | +146.1% | -3.5% | +149.6% | +138.4% |
| 3Y | +1,440.8% | +29.0% | +1,411.8% | +1,118.2% |
| 5Y | +580.4% | +6.1% | +574.4% | +496.3% |
| All | +1,568.0% | +240.6% | +1,327.4% | +676.4% |
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