+580.4%
LITE vs LH
+54.4%
+526.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +2.5% | +20.1% | +21.7% |
| 30D | -36.8% | +18.7% | -55.5% | -39.9% |
| 3M | -33.0% | +15.3% | -48.4% | -35.9% |
| 6M | -37.1% | +45.4% | -82.4% | -44.8% |
| YTD | +69.5% | +49.5% | +20.0% | +46.7% |
| 1Y | +146.1% | +41.4% | +104.7% | +117.5% |
| 3Y | +1,440.8% | +87.6% | +1,353.2% | +1,070.4% |
| 5Y | +580.4% | +53.8% | +526.7% | +424.2% |
| All | +580.4% | +54.4% | +526.0% | +424.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling