+1,499.9%
LITE vs CAH
+410.3%
+1,089.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -13.9% | +9.4% | -23.3% | -16.3% |
| 30D | -46.9% | +16.5% | -63.4% | -49.6% |
| 3M | -28.0% | +17.0% | -45.0% | -31.9% |
| 6M | -35.2% | +51.4% | -86.6% | -44.1% |
| YTD | +58.9% | +36.0% | +22.9% | +41.9% |
| 1Y | +125.3% | +36.0% | +89.3% | +101.4% |
| 3Y | +1,344.4% | +177.5% | +1,166.9% | +892.1% |
| 5Y | +541.2% | +509.2% | +32.0% | +223.1% |
| All | +1,499.9% | +410.3% | +1,089.7% | +653.2% |
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