+1,402.3%
LITE vs HWM
+1,473.3%
-71.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.6% |
| 7D | -35.9% | +3.4% | -39.3% | -37.0% |
| 30D | -51.5% | -7.5% | -44.0% | -49.9% |
| 3M | -35.7% | -28.9% | -6.9% | -26.7% |
| 6M | -43.0% | -19.6% | -23.4% | -38.5% |
| YTD | +46.1% | +0.6% | +45.5% | +43.0% |
| 1Y | +124.7% | +0.3% | +124.4% | +121.0% |
| 3Y | +1,172.1% | +326.1% | +845.9% | +643.0% |
| 5Y | +477.0% | +525.2% | -48.2% | +194.1% |
| All | +1,402.3% | +1,473.3% | -71.0% | +472.6% |
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