+5,083.9%
LITE vs THC
+353.0%
+4,730.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | -6.8% | +64.2% | -71.0% | -17.3% |
| 6M | +29.4% | +8.3% | +21.2% | +25.3% |
| YTD | +139.1% | +33.4% | +105.7% | +120.1% |
| 1Y | +521.0% | +37.7% | +483.3% | +467.4% |
| 3Y | +1,535.3% | +236.8% | +1,298.5% | +1,122.4% |
| 5Y | +889.8% | +249.3% | +640.6% | +611.4% |
| 10Y | +2,400.7% | +995.2% | +1,405.5% | +1,201.6% |
| All | +5,083.9% | +353.0% | +4,730.9% | +2,416.7% |
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