+542.4%
LITE vs PHM
+168.7%
+373.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.9% |
| 7D | -13.9% | +2.9% | -16.8% | -14.6% |
| 30D | -46.9% | +16.5% | -63.4% | -49.3% |
| 3M | -28.0% | +0.6% | -28.7% | -28.8% |
| 6M | -35.2% | +11.6% | -46.8% | -38.6% |
| YTD | +58.9% | +12.1% | +46.8% | +48.0% |
| 1Y | +125.3% | +9.6% | +115.7% | +111.0% |
| 3Y | +1,344.4% | +62.3% | +1,282.2% | +998.0% |
| All | +542.4% | +168.7% | +373.7% | +277.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling