+1,533.3%
LITE vs PHM
+746.3%
+787.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +9.9% |
| 7D | -12.9% | +3.5% | -16.4% | -14.0% |
| 30D | -46.0% | +21.2% | -67.2% | -49.7% |
| 3M | -33.0% | +2.5% | -35.5% | -34.5% |
| 6M | -34.0% | +16.1% | -50.1% | -39.0% |
| YTD | +61.7% | +16.6% | +45.1% | +47.3% |
| 1Y | +148.3% | +14.4% | +133.9% | +127.1% |
| 3Y | +1,408.5% | +71.9% | +1,336.6% | +1,040.9% |
| 5Y | +546.2% | +174.3% | +371.8% | +295.3% |
| 10Y | +1,533.3% | +744.0% | +789.3% | +460.7% |
| All | +1,533.3% | +746.3% | +787.0% | +460.7% |
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