+3,068.2%
LITE vs LH
+271.6%
+2,796.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | -35.9% | +1.4% | -37.4% | -36.2% |
| 30D | -51.5% | +17.5% | -69.0% | -54.7% |
| 3M | -35.7% | +16.1% | -51.8% | -39.8% |
| 6M | -43.0% | +43.4% | -86.3% | -51.8% |
| YTD | +46.1% | +47.2% | -1.1% | +21.8% |
| 1Y | +124.7% | +50.1% | +74.6% | +85.3% |
| 3Y | +1,172.1% | +81.2% | +1,090.9% | +839.6% |
| 5Y | +477.0% | +63.7% | +413.3% | +337.0% |
| 10Y | +1,465.7% | +269.2% | +1,196.5% | +692.3% |
| All | +3,068.2% | +271.6% | +2,796.5% | +1,524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling