+1,402.3%
LITE vs THC
+1,421.6%
-19.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | -35.9% | +3.7% | -39.6% | -36.5% |
| 30D | -51.5% | +9.0% | -60.6% | -52.5% |
| 3M | -35.7% | +10.4% | -46.1% | -37.2% |
| 6M | -43.0% | +45.7% | -88.6% | -48.5% |
| YTD | +46.1% | +42.6% | +3.5% | +31.9% |
| 1Y | +124.7% | +38.8% | +86.0% | +104.3% |
| 3Y | +1,172.1% | +418.8% | +753.2% | +757.4% |
| 5Y | +477.0% | +275.7% | +201.3% | +301.7% |
| All | +1,402.3% | +1,421.6% | -19.3% | +642.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling