+2,361.6%
LITE vs HWM
+1,494.1%
+867.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | +6.7% | -11.0% | +17.6% | +11.4% |
| 3M | -6.8% | +4.0% | -10.8% | -8.9% |
| 6M | +29.4% | -0.2% | +29.7% | +28.2% |
| YTD | +139.1% | +26.7% | +112.4% | +114.0% |
| 1Y | +521.0% | +44.7% | +476.3% | +429.7% |
| 3Y | +1,535.3% | +426.1% | +1,109.2% | +780.8% |
| 5Y | +889.8% | +738.5% | +151.3% | +353.6% |
| All | +2,361.6% | +1,494.1% | +867.5% | +775.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling