+146.1%
LITE vs PH
+12.0%
+134.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -1.8% |
| 7D | +22.6% | +7.4% | +15.2% | +13.6% |
| 30D | -36.8% | +0.5% | -37.3% | -36.6% |
| 3M | -33.0% | -10.2% | -22.8% | -24.3% |
| 6M | -37.1% | +8.9% | -46.0% | -41.2% |
| YTD | +69.5% | +9.7% | +59.8% | +55.3% |
| 1Y | +146.1% | +12.8% | +133.3% | +124.0% |
| All | +146.1% | +12.0% | +134.2% | +124.0% |
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