+1,402.3%
LITE vs HWM
+1,472.2%
-69.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.2% | +4.6% |
| 7D | -35.9% | +3.3% | -39.2% | -37.0% |
| 30D | -51.5% | -7.6% | -43.9% | -49.9% |
| 3M | -35.7% | -28.9% | -6.8% | -26.7% |
| 6M | -43.0% | -19.7% | -23.3% | -38.5% |
| YTD | +46.1% | +0.5% | +45.6% | +43.1% |
| 1Y | +124.7% | +0.3% | +124.5% | +121.1% |
| 3Y | +1,172.1% | +325.8% | +846.2% | +643.2% |
| 5Y | +477.0% | +524.7% | -47.7% | +194.2% |
| All | +1,402.3% | +1,472.2% | -69.9% | +472.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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