+490.8%
LITE vs HWM
+522.0%
-31.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.2% | +4.1% |
| 7D | -35.9% | +3.3% | -39.2% | -37.5% |
| 30D | -51.5% | -7.6% | -43.9% | -49.1% |
| 3M | -35.7% | -28.9% | -6.8% | -21.6% |
| 6M | -43.0% | -19.7% | -23.3% | -36.5% |
| YTD | +46.1% | +0.5% | +45.6% | +38.1% |
| 1Y | +124.7% | +0.3% | +124.5% | +113.8% |
| 3Y | +1,172.1% | +325.8% | +846.2% | +435.0% |
| All | +490.8% | +522.0% | -31.1% | +97.0% |
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