+163.0%
LITE vs HWM
+7.5%
+155.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | +10.8% | +7.3% | +3.5% | +7.3% |
| 30D | -33.4% | +1.6% | -35.0% | -33.5% |
| 3M | -32.2% | -21.9% | -10.4% | -25.0% |
| 6M | -42.1% | -19.0% | -23.0% | -36.4% |
| YTD | +61.9% | +7.9% | +53.9% | +37.4% |
| 1Y | +163.0% | +9.9% | +153.1% | +119.2% |
| All | +163.0% | +7.5% | +155.5% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling