+1,493.1%
LITE vs PHM
+670.5%
+822.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | -4.1% | +14.9% | +12.3% |
| 30D | -33.4% | +16.1% | -49.6% | -37.4% |
| 3M | -32.2% | -2.5% | -29.7% | -32.7% |
| 6M | -42.1% | +12.9% | -55.0% | -46.1% |
| YTD | +61.9% | +9.0% | +52.9% | +50.4% |
| 1Y | +163.0% | +8.2% | +154.8% | +144.2% |
| 3Y | +1,358.0% | +58.4% | +1,299.6% | +1,029.2% |
| 5Y | +549.9% | +159.2% | +390.7% | +302.6% |
| All | +1,493.1% | +670.5% | +822.6% | +398.6% |
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