-35.8%
LITE vs HD
+12.0%
-47.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.5% | -14.4% | -0.5% |
| 7D | -31.4% | +11.9% | -43.4% | -21.4% |
| 30D | -42.6% | +26.4% | -69.0% | -25.6% |
| 3M | -26.2% | +2.8% | -29.0% | -20.3% |
| 6M | -35.8% | +15.5% | -51.3% | -19.0% |
| All | -35.8% | +12.0% | -47.8% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling