+2,898.2%
LITE vs PHM
+666.5%
+2,231.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.6% | -18.1% | -18.5% |
| 7D | -44.6% | +8.7% | -53.2% | -46.4% |
| 30D | -55.0% | +16.4% | -71.4% | -57.6% |
| 3M | -38.3% | +1.8% | -40.1% | -39.6% |
| 6M | -48.8% | +15.1% | -63.8% | -52.5% |
| YTD | +38.3% | +16.0% | +22.3% | +26.1% |
| 1Y | +119.0% | +14.1% | +104.9% | +100.3% |
| 3Y | +1,092.0% | +65.9% | +1,026.1% | +815.0% |
| 5Y | +446.1% | +180.9% | +265.2% | +232.2% |
| 10Y | +1,381.7% | +730.3% | +651.4% | +441.4% |
| All | +2,898.2% | +666.5% | +2,231.7% | +997.8% |
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