+1,402.3%
LITE vs PHM
+700.3%
+702.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.3% |
| 7D | -35.9% | +6.2% | -42.1% | -37.6% |
| 30D | -51.5% | +17.9% | -69.5% | -54.5% |
| 3M | -35.7% | +2.5% | -38.2% | -37.2% |
| 6M | -43.0% | +10.8% | -53.8% | -46.5% |
| YTD | +46.1% | +13.7% | +32.4% | +34.1% |
| 1Y | +124.7% | +12.4% | +112.4% | +106.5% |
| 3Y | +1,172.1% | +65.6% | +1,106.4% | +873.8% |
| 5Y | +477.0% | +175.3% | +301.7% | +251.9% |
| All | +1,402.3% | +700.3% | +702.0% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling