+2,259.5%
LITE vs HUBB
+423.4%
+1,836.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +0.5% | -2.1% | -2.0% |
| 30D | +6.7% | -10.0% | +16.7% | +15.8% |
| 3M | -6.8% | -4.8% | -2.0% | -2.5% |
| 6M | +29.4% | -5.6% | +35.0% | +37.2% |
| YTD | +139.1% | +4.7% | +134.4% | +135.7% |
| 1Y | +521.0% | +6.7% | +514.3% | +512.9% |
| 3Y | +1,535.3% | +45.8% | +1,489.5% | +1,246.6% |
| 5Y | +889.8% | +145.9% | +743.9% | +471.3% |
| All | +2,259.5% | +423.4% | +1,836.0% | +694.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling