+124.7%
LITE vs THC
+35.6%
+89.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.6% |
| 7D | -35.9% | +3.7% | -39.6% | -35.6% |
| 30D | -51.5% | +9.0% | -60.6% | -51.0% |
| 3M | -35.7% | +10.4% | -46.1% | -35.0% |
| 6M | -43.0% | +45.7% | -88.6% | -41.4% |
| YTD | +46.1% | +42.6% | +3.5% | +50.3% |
| 1Y | +124.7% | +38.8% | +86.0% | +136.9% |
| All | +124.7% | +35.6% | +89.1% | +136.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling