+5,083.9%
LITE vs PHM
+604.3%
+4,479.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | -3.2% | +1.7% | -0.5% |
| 30D | +6.7% | -6.4% | +13.1% | +8.8% |
| 3M | -6.8% | +5.5% | -12.2% | -9.8% |
| 6M | +29.4% | -5.4% | +34.9% | +29.5% |
| YTD | +139.1% | +6.6% | +132.5% | +127.0% |
| 1Y | +521.0% | -8.8% | +529.8% | +521.4% |
| 3Y | +1,535.3% | +54.1% | +1,481.2% | +1,198.3% |
| 5Y | +889.8% | +144.5% | +745.4% | +538.4% |
| 10Y | +2,400.7% | +569.4% | +1,831.3% | +896.8% |
| All | +5,083.9% | +604.3% | +4,479.6% | +1,876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling