+124.7%
LITE vs HD
-5.0%
+129.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +4.4% |
| 7D | -35.9% | +4.3% | -40.3% | -33.4% |
| 30D | -51.5% | +20.2% | -71.7% | -45.1% |
| 3M | -35.7% | -1.0% | -34.7% | -33.4% |
| 6M | -43.0% | +7.9% | -50.9% | -37.9% |
| YTD | +46.1% | +2.0% | +44.1% | +54.9% |
| 1Y | +124.7% | -4.3% | +129.0% | +133.5% |
| All | +124.7% | -5.0% | +129.7% | +133.5% |
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