+2,898.2%
LITE vs KHC
-46.5%
+2,944.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.2% | -18.6% |
| 7D | -44.6% | +5.9% | -50.5% | -44.9% |
| 30D | -55.0% | +14.9% | -70.0% | -55.8% |
| 3M | -38.3% | 0.0% | -38.3% | -38.4% |
| 6M | -48.8% | +16.2% | -64.9% | -50.4% |
| YTD | +38.3% | +9.8% | +28.5% | +34.5% |
| 1Y | +119.0% | +12.1% | +106.9% | +111.9% |
| 3Y | +1,092.0% | -10.1% | +1,102.1% | +1,081.4% |
| 5Y | +446.1% | -13.9% | +459.9% | +440.2% |
| 10Y | +1,381.7% | -51.9% | +1,433.6% | +1,304.3% |
| All | +2,898.2% | -46.5% | +2,944.7% | +3,237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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