+490.8%
LITE vs HL
+145.7%
+345.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.1% |
| 7D | -35.9% | +8.9% | -44.9% | -37.6% |
| 30D | -51.5% | -10.1% | -41.5% | -50.1% |
| 3M | -35.7% | -7.0% | -28.7% | -34.9% |
| 6M | -43.0% | -18.8% | -24.2% | -40.2% |
| YTD | +46.1% | -23.1% | +69.3% | +51.6% |
| 1Y | +124.7% | +8.9% | +115.8% | +115.6% |
| 3Y | +1,172.1% | +255.0% | +917.0% | +819.0% |
| All | +490.8% | +145.7% | +345.1% | +356.6% |
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