+1,358.0%
LITE vs CAH
+180.6%
+1,177.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.5% |
| 7D | +10.8% | +3.5% | +7.3% | +10.6% |
| 30D | -33.4% | +13.5% | -46.9% | -34.1% |
| 3M | -32.2% | +21.8% | -54.1% | -33.6% |
| 6M | -42.1% | +51.5% | -93.6% | -46.1% |
| YTD | +61.9% | +38.1% | +23.8% | +54.3% |
| 1Y | +163.0% | +37.7% | +125.3% | +150.8% |
| 3Y | +1,358.0% | +179.6% | +1,178.4% | +1,092.3% |
| All | +1,358.0% | +180.6% | +1,177.4% | +1,092.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling