+232.7%
LITE vs HL
+22.6%
+210.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +13.2% | -21.0% | -13.3% |
| 7D | -31.4% | +0.2% | -31.6% | -31.8% |
| 30D | -42.6% | -12.1% | -30.5% | -39.5% |
| 3M | -26.2% | -2.8% | -23.4% | -26.9% |
| 6M | -35.8% | -14.9% | -20.9% | -32.8% |
| YTD | +70.0% | -22.0% | +92.1% | +62.3% |
| 1Y | +232.7% | +25.0% | +207.7% | +122.3% |
| All | +232.7% | +22.6% | +210.2% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling