+146.1%
LITE vs PHM
+5.7%
+140.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -4.4% |
| 7D | +22.6% | -6.1% | +28.7% | +19.4% |
| 30D | -36.8% | +13.7% | -50.5% | -33.1% |
| 3M | -33.0% | -1.5% | -31.5% | -31.6% |
| 6M | -37.1% | +11.3% | -48.3% | -33.8% |
| YTD | +69.5% | +8.9% | +60.6% | +76.9% |
| 1Y | +146.1% | +6.1% | +140.0% | +160.2% |
| All | +146.1% | +5.7% | +140.4% | +160.2% |
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