+1,323.7%
LITE vs HWM
+1,135.2%
+188.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.7% | -16.2% |
| 7D | -44.6% | -2.4% | -42.1% | -44.1% |
| 30D | -55.0% | -13.3% | -41.8% | -52.3% |
| 3M | -38.3% | -31.0% | -7.3% | -28.8% |
| 6M | -48.8% | -17.1% | -31.6% | -45.7% |
| YTD | +38.3% | -1.9% | +40.1% | +36.8% |
| 1Y | +119.0% | -2.4% | +121.4% | +117.8% |
| 3Y | +1,092.0% | +322.2% | +769.8% | +601.2% |
| 5Y | +446.1% | +509.8% | -63.8% | +182.1% |
| 10Y | +1,381.7% | +1,453.8% | -72.1% | +485.1% |
| All | +1,323.7% | +1,135.2% | +188.5% | +459.2% |
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 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