+446.1%
LITE vs LTH
+155.3%
+290.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.8% | -19.4% | -18.9% |
| 7D | -44.6% | +5.3% | -49.9% | -45.4% |
| 30D | -55.0% | +18.3% | -73.3% | -57.1% |
| 3M | -38.3% | +5.4% | -43.7% | -39.4% |
| 6M | -48.8% | +62.5% | -111.3% | -56.3% |
| YTD | +38.3% | +79.6% | -41.4% | +13.1% |
| 1Y | +119.0% | +88.1% | +30.9% | +76.2% |
| 3Y | +1,092.0% | +272.5% | +819.5% | +702.0% |
| 5Y | +446.1% | +146.1% | +299.9% | +268.6% |
| All | +446.1% | +155.3% | +290.7% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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