+2,898.2%
LITE vs PH
+858.1%
+2,040.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -17.4% |
| 7D | -44.6% | -3.9% | -40.7% | -43.1% |
| 30D | -55.0% | -9.4% | -45.6% | -51.8% |
| 3M | -38.3% | -10.3% | -28.0% | -33.3% |
| 6M | -48.8% | +2.7% | -51.4% | -49.4% |
| YTD | +38.3% | +2.1% | +36.1% | +38.2% |
| 1Y | +119.0% | +16.2% | +102.8% | +101.6% |
| 3Y | +1,092.0% | +129.3% | +962.7% | +673.2% |
| 5Y | +446.1% | +191.7% | +254.3% | +206.3% |
| 10Y | +1,381.7% | +759.2% | +622.4% | +368.3% |
| All | +2,898.2% | +858.1% | +2,040.1% | +799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling