+3,574.4%
LITE vs HL
+517.6%
+3,056.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.8% | -2.6% |
| 7D | +22.6% | -7.6% | +30.2% | +24.4% |
| 30D | -36.8% | -17.5% | -19.3% | -34.4% |
| 3M | -33.0% | -26.2% | -6.8% | -29.4% |
| 6M | -37.1% | -35.1% | -2.0% | -32.3% |
| YTD | +69.5% | -30.4% | +99.9% | +78.1% |
| 1Y | +146.1% | -14.0% | +160.1% | +149.8% |
| 3Y | +1,440.8% | +256.3% | +1,184.5% | +1,120.5% |
| 5Y | +580.4% | +112.5% | +467.9% | +457.9% |
| 10Y | +1,606.7% | +131.3% | +1,475.4% | +1,050.4% |
| All | +3,574.4% | +517.6% | +3,056.8% | +2,670.5% |
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