+1,670.7%
LITE vs PHM
+677.6%
+993.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +10.9% |
| 7D | +3.4% | -4.8% | +8.2% | +5.0% |
| 30D | -34.9% | +16.5% | -51.4% | -38.7% |
| 3M | -21.0% | -2.0% | -19.0% | -21.8% |
| 6M | -38.5% | +12.7% | -51.1% | -42.6% |
| YTD | +75.8% | +11.2% | +64.7% | +62.4% |
| 1Y | +156.7% | +7.7% | +148.9% | +139.1% |
| 3Y | +1,498.6% | +60.9% | +1,437.7% | +1,132.1% |
| 5Y | +610.9% | +167.7% | +443.2% | +335.4% |
| 10Y | +1,670.7% | +692.1% | +978.6% | +441.5% |
| All | +1,670.7% | +677.6% | +993.0% | +441.5% |
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