+129.4%
LITE vs CAH
+37.8%
+91.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.7% | +10.8% |
| 7D | -12.9% | +7.8% | -20.7% | -12.1% |
| 30D | -46.0% | +15.5% | -61.4% | -45.6% |
| 3M | -33.0% | +16.3% | -49.3% | -33.1% |
| 6M | -34.0% | +50.0% | -84.1% | -41.1% |
| YTD | +61.7% | +34.7% | +27.0% | +46.4% |
| All | +129.4% | +37.8% | +91.6% | +103.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling