+3,586.8%
LITE vs HD
+303.8%
+3,283.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.5% | -14.4% | -11.0% |
| 7D | -31.4% | +11.9% | -43.4% | -35.7% |
| 30D | -42.6% | +26.4% | -69.0% | -49.9% |
| 3M | -26.2% | +2.8% | -29.0% | -28.7% |
| 6M | -35.8% | +15.5% | -51.3% | -42.9% |
| YTD | +70.0% | +5.5% | +64.5% | +57.4% |
| 1Y | +232.7% | -4.6% | +237.3% | +224.2% |
| 3Y | +1,365.7% | +29.9% | +1,335.9% | +1,076.1% |
| 5Y | +609.5% | +8.4% | +601.1% | +519.8% |
| 10Y | +1,721.9% | +275.2% | +1,446.8% | +782.7% |
| All | +3,586.8% | +303.8% | +3,283.0% | +1,763.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling