+1,870.5%
LITE vs HLT
+105.8%
+1,764.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.2% | +12.8% |
| 7D | +12.6% | -2.4% | +15.0% | +14.6% |
| 30D | +9.9% | -4.1% | +14.0% | +13.5% |
| 3M | +9.3% | -10.6% | +19.9% | +19.0% |
| 6M | +75.2% | +2.0% | +73.2% | +65.3% |
| YTD | +165.5% | +6.1% | +159.3% | +138.3% |
| 1Y | +555.0% | +9.8% | +545.2% | +460.7% |
| 3Y | +1,870.5% | +99.0% | +1,771.5% | +835.7% |
| All | +1,870.5% | +105.8% | +1,764.6% | +835.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling