+2,502.5%
LITE vs CAH
+292.2%
+2,210.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.7% | +11.9% |
| 7D | +12.6% | +0.5% | +12.1% | +12.3% |
| 30D | +9.9% | +1.7% | +8.2% | +9.0% |
| 3M | +9.3% | +17.9% | -8.6% | +3.0% |
| 6M | +75.2% | +10.9% | +64.3% | +67.9% |
| YTD | +165.5% | +17.9% | +147.6% | +149.2% |
| 1Y | +555.0% | +61.7% | +493.3% | +449.7% |
| 3Y | +1,870.5% | +183.7% | +1,686.7% | +1,249.6% |
| 5Y | +1,009.8% | +401.3% | +608.5% | +507.4% |
| 10Y | +2,502.5% | +293.7% | +2,208.8% | +1,348.4% |
| All | +2,502.5% | +292.2% | +2,210.2% | +1,348.4% |
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