+1,670.7%
LITE vs PH
+725.6%
+945.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.1% |
| 7D | +3.4% | +6.9% | -3.5% | -0.8% |
| 30D | -34.9% | +1.7% | -36.6% | -35.3% |
| 3M | -21.0% | -8.1% | -12.9% | -15.5% |
| 6M | -38.5% | +11.5% | -50.0% | -42.4% |
| YTD | +75.8% | +11.4% | +64.5% | +65.7% |
| 1Y | +156.7% | +14.1% | +142.6% | +138.7% |
| 3Y | +1,498.6% | +138.2% | +1,360.3% | +882.4% |
| 5Y | +610.9% | +216.0% | +394.9% | +265.9% |
| 10Y | +1,670.7% | +710.0% | +960.7% | +451.3% |
| All | +1,670.7% | +725.6% | +945.0% | +451.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling