+5,083.9%
LITE vs HL
+856.8%
+4,227.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.5% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | +6.7% | +25.1% | -18.4% | +2.0% |
| 3M | -6.8% | +22.9% | -29.7% | -10.5% |
| 6M | +29.4% | -4.9% | +34.3% | +30.0% |
| YTD | +139.1% | +7.8% | +131.3% | +131.8% |
| 1Y | +521.0% | +133.9% | +387.1% | +429.7% |
| 3Y | +1,535.3% | +380.9% | +1,154.4% | +1,115.2% |
| 5Y | +889.8% | +230.2% | +659.6% | +646.7% |
| 10Y | +2,400.7% | +265.6% | +2,135.2% | +1,461.5% |
| All | +5,083.9% | +856.8% | +4,227.1% | +3,507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling