+1,533.3%
LITE vs HWM
+1,636.6%
-103.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +8.5% |
| 7D | -12.9% | +1.6% | -14.5% | -12.9% |
| 30D | -46.0% | -3.9% | -42.0% | -45.0% |
| 3M | -33.0% | -23.2% | -9.8% | -25.9% |
| 6M | -34.0% | -20.0% | -14.1% | -28.5% |
| YTD | +61.7% | +5.7% | +56.0% | +55.2% |
| 1Y | +148.3% | +4.9% | +143.4% | +140.0% |
| 3Y | +1,408.5% | +347.0% | +1,061.5% | +764.8% |
| 5Y | +546.2% | +563.0% | -16.8% | +222.1% |
| 10Y | +1,533.3% | +1,579.2% | -45.8% | +523.8% |
| All | +1,533.3% | +1,636.6% | -103.3% | +523.8% |
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