+129.4%
LITE vs HD
-1.7%
+131.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +12.5% |
| 7D | -12.9% | +3.6% | -16.5% | -10.6% |
| 30D | -46.0% | +21.6% | -67.5% | -38.4% |
| 3M | -33.0% | +0.1% | -33.1% | -30.0% |
| 6M | -34.0% | +13.0% | -47.0% | -26.8% |
| YTD | +61.7% | +4.9% | +56.8% | +74.1% |
| All | +129.4% | -1.7% | +131.1% | +141.3% |
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