+1,402.3%
LITE vs LH
+263.9%
+1,138.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | -35.9% | +1.4% | -37.4% | -36.3% |
| 30D | -51.5% | +17.5% | -69.0% | -54.8% |
| 3M | -35.7% | +16.1% | -51.8% | -39.9% |
| 6M | -43.0% | +43.4% | -86.3% | -52.1% |
| YTD | +46.1% | +47.2% | -1.1% | +20.9% |
| 1Y | +124.7% | +50.1% | +74.6% | +83.9% |
| 3Y | +1,172.1% | +81.2% | +1,090.9% | +826.4% |
| 5Y | +477.0% | +63.7% | +413.3% | +331.1% |
| All | +1,402.3% | +263.9% | +1,138.5% | +632.3% |
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