+546.2%
LITE vs HDB
-23.0%
+569.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +10.0% |
| 7D | -12.9% | +13.7% | -26.6% | -16.0% |
| 30D | -46.0% | +15.8% | -61.8% | -48.4% |
| 3M | -33.0% | +9.2% | -42.3% | -35.0% |
| 6M | -34.0% | +3.2% | -37.2% | -35.6% |
| YTD | +61.7% | -29.4% | +91.1% | +83.6% |
| 1Y | +148.3% | -27.9% | +176.2% | +179.2% |
| 3Y | +1,408.5% | -5.9% | +1,414.4% | +1,372.6% |
| 5Y | +546.2% | -23.5% | +569.7% | +568.5% |
| All | +546.2% | -23.0% | +569.1% | +568.5% |
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