+3,344.5%
LITE vs HLT
+600.7%
+2,743.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.7% |
| 7D | -13.9% | +4.4% | -18.3% | -15.8% |
| 30D | -46.9% | +16.3% | -63.2% | -51.2% |
| 3M | -28.0% | +22.2% | -50.2% | -35.8% |
| 6M | -35.2% | +20.0% | -55.2% | -42.1% |
| YTD | +58.9% | +32.4% | +26.5% | +33.9% |
| 1Y | +125.3% | +38.6% | +86.7% | +85.2% |
| 3Y | +1,344.4% | +136.4% | +1,208.0% | +822.7% |
| 5Y | +541.2% | +162.8% | +378.4% | +281.2% |
| 10Y | +1,587.5% | +720.3% | +867.2% | +520.8% |
| All | +3,344.5% | +600.7% | +2,743.9% | +1,091.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling