+163.0%
LITE vs HLT
+36.0%
+127.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +0.7% | +10.1% | +10.7% |
| 30D | -33.4% | +13.7% | -47.2% | -34.2% |
| 3M | -32.2% | +16.3% | -48.6% | -33.3% |
| 6M | -42.1% | +19.9% | -62.0% | -43.9% |
| YTD | +61.9% | +30.1% | +31.8% | +48.0% |
| 1Y | +163.0% | +38.5% | +124.5% | +140.2% |
| All | +163.0% | +36.0% | +127.0% | +140.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling