+3,068.2%
LITE vs HLT
+583.5%
+2,484.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.6% |
| 7D | -35.9% | +3.8% | -39.7% | -37.3% |
| 30D | -51.5% | +15.6% | -67.1% | -55.3% |
| 3M | -35.7% | +15.1% | -50.8% | -40.8% |
| 6M | -43.0% | +15.3% | -58.3% | -48.0% |
| YTD | +46.1% | +29.1% | +17.0% | +24.8% |
| 1Y | +124.7% | +39.9% | +84.8% | +83.5% |
| 3Y | +1,172.1% | +138.7% | +1,033.3% | +709.4% |
| 5Y | +477.0% | +147.4% | +329.6% | +253.3% |
| 10Y | +1,465.7% | +733.6% | +732.1% | +478.3% |
| All | +3,068.2% | +583.5% | +2,484.7% | +1,010.6% |
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