+521.0%
LITE vs PH
+30.5%
+490.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.2% |
| 7D | -1.5% | -3.1% | +1.5% | +1.6% |
| 30D | +6.7% | -3.2% | +9.9% | +10.4% |
| 3M | -6.8% | +10.6% | -17.3% | -15.3% |
| 6M | +29.4% | -2.1% | +31.6% | +35.4% |
| YTD | +139.1% | +10.2% | +128.9% | +119.9% |
| 1Y | +521.0% | +28.2% | +492.8% | +384.7% |
| All | +521.0% | +30.5% | +490.5% | +384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling