+1,563.7%
LITE vs HWM
+426.8%
+1,136.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.3% |
| 7D | -1.5% | -2.1% | +0.6% | -0.8% |
| 30D | +6.7% | -11.0% | +17.6% | +14.8% |
| 3M | -6.8% | +4.0% | -10.8% | -10.6% |
| 6M | +29.4% | -0.2% | +29.7% | +26.6% |
| YTD | +139.1% | +26.7% | +112.4% | +93.5% |
| 1Y | +521.0% | +44.7% | +476.3% | +358.9% |
| All | +1,563.7% | +426.8% | +1,136.9% | +556.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling