+163.0%
LITE vs PHM
+7.4%
+155.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | -4.1% | +14.9% | +8.8% |
| 30D | -33.4% | +16.1% | -49.6% | -28.8% |
| 3M | -32.2% | -2.5% | -29.7% | -31.0% |
| 6M | -42.1% | +12.9% | -55.0% | -38.7% |
| YTD | +61.9% | +9.0% | +52.9% | +71.8% |
| 1Y | +163.0% | +8.2% | +154.8% | +180.4% |
| All | +163.0% | +7.4% | +155.6% | +180.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling