+446.1%
LITE vs THC
+287.8%
+158.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -18.2% |
| 7D | -44.6% | +5.9% | -50.4% | -45.4% |
| 30D | -55.0% | +10.8% | -65.9% | -56.3% |
| 3M | -38.3% | +9.4% | -47.8% | -39.9% |
| 6M | -48.8% | +53.3% | -102.0% | -55.8% |
| YTD | +38.3% | +44.2% | -5.9% | +20.9% |
| 1Y | +119.0% | +37.3% | +81.7% | +94.6% |
| 3Y | +1,092.0% | +421.6% | +670.4% | +572.8% |
| 5Y | +446.1% | +279.8% | +166.2% | +228.9% |
| All | +446.1% | +287.8% | +158.3% | +228.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling