+562.5%
LITE vs HL
+109.2%
+453.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.0% |
| 7D | +10.8% | -11.1% | +21.9% | +14.4% |
| 30D | -33.4% | -12.1% | -21.4% | -31.1% |
| 3M | -32.2% | -26.1% | -6.1% | -27.0% |
| 6M | -42.1% | -37.7% | -4.4% | -35.2% |
| YTD | +61.9% | -31.7% | +93.6% | +73.4% |
| 1Y | +163.0% | -11.6% | +174.6% | +165.3% |
| 3Y | +1,358.0% | +249.6% | +1,108.4% | +971.4% |
| All | +562.5% | +109.2% | +453.3% | +430.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling