+1,587.5%
LITE vs LH
+267.5%
+1,320.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -13.9% | +4.8% | -18.7% | -15.6% |
| 30D | -46.9% | +18.8% | -65.7% | -50.8% |
| 3M | -28.0% | +15.7% | -43.7% | -32.6% |
| 6M | -35.2% | +46.7% | -81.9% | -46.2% |
| YTD | +58.9% | +48.9% | +9.9% | +30.6% |
| 1Y | +125.3% | +43.5% | +81.8% | +88.2% |
| 3Y | +1,344.4% | +86.9% | +1,257.5% | +933.4% |
| 5Y | +541.2% | +60.4% | +480.8% | +384.0% |
| 10Y | +1,587.5% | +260.7% | +1,326.8% | +650.4% |
| All | +1,587.5% | +267.5% | +1,320.0% | +650.4% |
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