+938.8%
LITE vs LTH
+160.9%
+778.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | +6.7% | -4.6% | +11.2% | +8.0% |
| 3M | -6.8% | +32.8% | -39.6% | -15.0% |
| 6M | +29.4% | +64.6% | -35.2% | +9.8% |
| YTD | +139.1% | +62.6% | +76.4% | +101.6% |
| 1Y | +521.0% | +49.9% | +471.0% | +434.7% |
| 3Y | +1,535.3% | +151.3% | +1,383.9% | +1,113.9% |
| All | +938.8% | +160.9% | +778.0% | +606.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling