+1,009.8%
LITE vs PHM
+152.9%
+857.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.6% | +12.0% |
| 7D | +12.6% | -2.5% | +15.1% | +13.2% |
| 30D | +9.9% | -9.7% | +19.6% | +12.7% |
| 3M | +9.3% | +2.2% | +7.1% | +6.9% |
| 6M | +75.2% | -5.7% | +80.9% | +74.8% |
| YTD | +165.5% | +2.8% | +162.6% | +154.7% |
| 1Y | +555.0% | -14.4% | +569.4% | +570.2% |
| 3Y | +1,870.5% | +52.2% | +1,818.3% | +1,429.3% |
| 5Y | +1,009.8% | +154.3% | +855.6% | +569.7% |
| All | +1,009.8% | +152.9% | +857.0% | +569.7% |
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 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