+1,499.9%
LITE vs HDB
+64.1%
+1,435.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -13.9% | +12.7% | -26.6% | -17.4% |
| 30D | -46.9% | +16.6% | -63.5% | -49.9% |
| 3M | -28.0% | +10.8% | -38.8% | -31.1% |
| 6M | -35.2% | +3.8% | -39.0% | -37.3% |
| YTD | +58.9% | -28.9% | +87.8% | +77.3% |
| 1Y | +125.3% | -28.0% | +153.3% | +149.9% |
| 3Y | +1,344.4% | -7.2% | +1,351.6% | +1,323.8% |
| 5Y | +541.2% | -22.2% | +563.4% | +561.7% |
| All | +1,499.9% | +64.1% | +1,435.8% | +964.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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