+1,172.1%
LITE vs THC
+413.3%
+758.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | -35.9% | +3.7% | -39.6% | -36.4% |
| 30D | -51.5% | +9.0% | -60.6% | -52.4% |
| 3M | -35.7% | +10.4% | -46.1% | -37.1% |
| 6M | -43.0% | +45.7% | -88.6% | -48.8% |
| YTD | +46.1% | +42.6% | +3.5% | +30.9% |
| 1Y | +124.7% | +38.8% | +86.0% | +103.1% |
| 3Y | +1,172.1% | +418.8% | +753.2% | +493.1% |
| All | +1,172.1% | +413.3% | +758.8% | +493.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling