+1,568.0%
LITE vs HLT
+694.0%
+874.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | +22.6% | +0.8% | +21.7% | +22.0% |
| 30D | -36.8% | +13.1% | -49.9% | -41.3% |
| 3M | -33.0% | +15.6% | -48.6% | -38.9% |
| 6M | -37.1% | +19.0% | -56.0% | -44.0% |
| YTD | +69.5% | +29.9% | +39.5% | +42.4% |
| 1Y | +146.1% | +35.9% | +110.2% | +101.3% |
| 3Y | +1,440.8% | +132.1% | +1,308.8% | +857.6% |
| 5Y | +580.4% | +163.4% | +417.0% | +286.4% |
| All | +1,568.0% | +694.0% | +874.0% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling