+131.9%
LITE vs CAH
+36.3%
+95.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.7% |
| 7D | -13.9% | +9.4% | -23.3% | -13.0% |
| 30D | -46.9% | +16.5% | -63.4% | -46.5% |
| 3M | -28.0% | +17.0% | -45.0% | -27.9% |
| 6M | -35.2% | +51.4% | -86.6% | -42.0% |
| YTD | +58.9% | +36.0% | +22.9% | +44.4% |
| All | +131.9% | +36.3% | +95.6% | +105.7% |
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 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