+446.1%
LITE vs HDB
-26.0%
+472.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.5% | -20.2% | -19.1% |
| 7D | -44.6% | +13.3% | -57.9% | -46.7% |
| 30D | -55.0% | +10.2% | -65.2% | -56.5% |
| 3M | -38.3% | +3.6% | -41.9% | -39.3% |
| 6M | -48.8% | -0.5% | -48.2% | -49.6% |
| YTD | +38.3% | -32.4% | +70.7% | +58.6% |
| 1Y | +119.0% | -31.1% | +150.1% | +148.8% |
| 3Y | +1,092.0% | -12.6% | +1,104.6% | +1,090.7% |
| 5Y | +446.1% | -25.7% | +471.7% | +457.7% |
| All | +446.1% | -26.0% | +472.1% | +457.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling