+124.7%
LITE vs PH
+11.6%
+113.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +2.6% |
| 7D | -35.9% | +2.0% | -37.9% | -37.3% |
| 30D | -51.5% | -3.7% | -47.9% | -49.1% |
| 3M | -35.7% | -14.0% | -21.7% | -24.2% |
| 6M | -43.0% | +2.1% | -45.1% | -42.7% |
| YTD | +46.1% | +5.1% | +41.1% | +44.4% |
| 1Y | +124.7% | +10.9% | +113.8% | +113.9% |
| All | +124.7% | +11.6% | +113.1% | +113.9% |
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