+5,083.9%
LITE vs HLT
+474.1%
+4,609.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.5% |
| 7D | -1.5% | -3.3% | +1.8% | +0.2% |
| 30D | +6.7% | -4.1% | +10.7% | +9.0% |
| 3M | -6.8% | -7.9% | +1.2% | -3.1% |
| 6M | +29.4% | +2.2% | +27.3% | +26.7% |
| YTD | +139.1% | +8.5% | +130.6% | +125.7% |
| 1Y | +521.0% | +12.1% | +508.9% | +473.0% |
| 3Y | +1,535.3% | +107.6% | +1,427.7% | +1,031.1% |
| 5Y | +889.8% | +156.4% | +733.5% | +505.1% |
| 10Y | +2,400.7% | +566.3% | +1,834.4% | +932.2% |
| All | +5,083.9% | +474.1% | +4,609.7% | +1,908.2% |
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 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