-43.0%
LITE vs HL
-20.5%
-22.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.6% |
| 7D | -35.9% | +8.9% | -44.9% | -39.0% |
| 30D | -51.5% | -10.1% | -41.5% | -48.3% |
| 3M | -35.7% | -7.0% | -28.7% | -35.3% |
| 6M | -43.0% | -18.8% | -24.2% | -38.3% |
| All | -43.0% | -20.5% | -22.5% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling