+1,563.7%
LITE vs THC
+238.5%
+1,325.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -1.5% | -0.7% | -0.9% | -1.4% |
| 30D | +6.7% | +1.3% | +5.4% | +6.3% |
| 3M | -6.8% | +64.2% | -71.0% | -20.6% |
| 6M | +29.4% | +8.3% | +21.2% | +27.5% |
| YTD | +139.1% | +33.4% | +105.7% | +115.9% |
| 1Y | +521.0% | +37.7% | +483.3% | +451.5% |
| All | +1,563.7% | +238.5% | +1,325.2% | +865.2% |
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