+1,103.8%
LITE vs PH
+128.8%
+975.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -16.4% |
| 7D | -44.6% | -3.9% | -40.7% | -42.1% |
| 30D | -55.0% | -9.4% | -45.6% | -49.5% |
| 3M | -38.3% | -10.3% | -28.0% | -30.0% |
| 6M | -48.8% | +2.7% | -51.4% | -50.4% |
| YTD | +38.3% | +2.1% | +36.1% | +35.3% |
| 1Y | +119.0% | +16.2% | +102.8% | +83.7% |
| All | +1,103.8% | +128.8% | +975.0% | +384.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling