+2,502.5%
LITE vs LH
+186.0%
+2,316.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.7% | +11.3% |
| 7D | +12.6% | -0.8% | +13.5% | +13.0% |
| 30D | +9.9% | +2.0% | +7.9% | +8.8% |
| 3M | +9.3% | +24.3% | -15.0% | -1.7% |
| 6M | +75.2% | +21.1% | +54.2% | +58.8% |
| YTD | +165.5% | +30.4% | +135.0% | +131.9% |
| 1Y | +555.0% | +18.4% | +536.6% | +492.2% |
| 3Y | +1,870.5% | +65.5% | +1,805.0% | +1,389.7% |
| 5Y | +1,009.8% | +29.9% | +980.0% | +825.5% |
| 10Y | +2,502.5% | +186.6% | +2,315.8% | +1,287.6% |
| All | +2,502.5% | +186.0% | +2,316.5% | +1,287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling