+901.5%
LITE vs HWM
+743.6%
+157.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.3% |
| 7D | -1.5% | -2.1% | +0.6% | -0.9% |
| 30D | +6.7% | -11.0% | +17.6% | +14.2% |
| 3M | -6.8% | +4.0% | -10.8% | -10.3% |
| 6M | +29.4% | -0.2% | +29.7% | +26.8% |
| YTD | +139.1% | +26.7% | +112.4% | +97.9% |
| 1Y | +521.0% | +44.7% | +476.3% | +374.0% |
| 3Y | +1,535.3% | +426.1% | +1,109.2% | +507.3% |
| All | +901.5% | +743.6% | +157.9% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling