+2,898.2%
LITE vs THC
+389.6%
+2,508.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -18.3% |
| 7D | -44.6% | +5.9% | -50.4% | -45.3% |
| 30D | -55.0% | +10.8% | -65.9% | -56.0% |
| 3M | -38.3% | +9.4% | -47.8% | -39.6% |
| 6M | -48.8% | +53.3% | -102.0% | -54.1% |
| YTD | +38.3% | +44.2% | -5.9% | +25.0% |
| 1Y | +119.0% | +37.3% | +81.7% | +100.3% |
| 3Y | +1,092.0% | +421.6% | +670.4% | +716.6% |
| 5Y | +446.1% | +279.8% | +166.2% | +285.6% |
| 10Y | +1,381.7% | +1,513.9% | -132.2% | +628.4% |
| All | +2,898.2% | +389.6% | +2,508.6% | +1,329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling