+1,375.6%
LITE vs CAH
+422.0%
+953.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.2% |
| 7D | -35.9% | +8.5% | -44.4% | -37.7% |
| 30D | -51.5% | +17.0% | -68.6% | -54.0% |
| 3M | -35.7% | +14.6% | -50.3% | -38.8% |
| 6M | -43.0% | +42.5% | -85.5% | -49.7% |
| YTD | +46.1% | +33.5% | +12.6% | +31.4% |
| 1Y | +124.7% | +38.5% | +86.2% | +99.8% |
| 3Y | +1,172.1% | +179.0% | +993.1% | +774.0% |
| 5Y | +477.0% | +507.2% | -30.2% | +192.8% |
| All | +1,375.6% | +422.0% | +953.6% | +635.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling