+1,533.3%
LITE vs LH
+259.5%
+1,273.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.1% |
| 7D | -12.9% | +4.6% | -17.5% | -14.6% |
| 30D | -46.0% | +19.1% | -65.1% | -49.9% |
| 3M | -33.0% | +16.7% | -49.8% | -37.6% |
| 6M | -34.0% | +47.0% | -81.1% | -45.2% |
| YTD | +61.7% | +49.3% | +12.4% | +33.0% |
| 1Y | +148.3% | +48.6% | +99.7% | +104.4% |
| 3Y | +1,408.5% | +87.8% | +1,320.7% | +979.8% |
| 5Y | +546.2% | +65.0% | +481.1% | +381.7% |
| 10Y | +1,533.3% | +275.0% | +1,258.3% | +695.2% |
| All | +1,533.3% | +259.5% | +1,273.9% | +695.2% |
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