+1,618.0%
LITE vs THC
+1,750.2%
-132.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +10.3% |
| 7D | -12.9% | +7.5% | -20.4% | -14.3% |
| 30D | -46.0% | +9.6% | -55.5% | -47.1% |
| 3M | -33.0% | +10.3% | -43.3% | -34.6% |
| 6M | -34.0% | +51.8% | -85.8% | -41.1% |
| YTD | +61.7% | +45.4% | +16.3% | +45.2% |
| 1Y | +148.3% | +40.8% | +107.5% | +124.8% |
| 3Y | +1,408.5% | +448.8% | +959.7% | +897.3% |
| 5Y | +546.2% | +263.4% | +282.8% | +349.6% |
| All | +1,618.0% | +1,750.2% | -132.2% | +692.7% |
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