+1,670.7%
LITE vs HL
+129.4%
+1,541.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +10.9% |
| 7D | +3.4% | -5.6% | +9.0% | +4.9% |
| 30D | -34.9% | -16.2% | -18.7% | -32.4% |
| 3M | -21.0% | -20.5% | -0.5% | -17.4% |
| 6M | -38.5% | -31.7% | -6.8% | -33.7% |
| YTD | +75.8% | -26.4% | +102.2% | +83.7% |
| 1Y | +156.7% | -4.3% | +161.0% | +154.8% |
| 3Y | +1,498.6% | +276.9% | +1,221.7% | +1,084.9% |
| 5Y | +610.9% | +124.1% | +486.8% | +450.1% |
| 10Y | +1,670.7% | +144.6% | +1,526.0% | +1,003.9% |
| All | +1,670.7% | +129.4% | +1,541.2% | +1,003.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling