+5,083.9%
LITE vs PH
+933.6%
+4,150.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | -3.1% | +1.5% | +0.5% |
| 30D | +6.7% | -3.2% | +9.9% | +8.9% |
| 3M | -6.8% | +10.6% | -17.3% | -12.6% |
| 6M | +29.4% | -2.1% | +31.6% | +31.9% |
| YTD | +139.1% | +10.2% | +128.9% | +125.8% |
| 1Y | +521.0% | +28.2% | +492.8% | +434.8% |
| 3Y | +1,535.3% | +134.9% | +1,400.4% | +928.3% |
| 5Y | +889.8% | +253.6% | +636.2% | +393.0% |
| 10Y | +2,400.7% | +804.7% | +1,596.0% | +652.8% |
| All | +5,083.9% | +933.6% | +4,150.3% | +1,369.2% |
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