+1,172.1%
LITE vs CAH
+185.1%
+987.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.6% |
| 7D | -35.9% | +8.5% | -44.4% | -36.3% |
| 30D | -51.5% | +17.0% | -68.6% | -52.3% |
| 3M | -35.7% | +14.6% | -50.3% | -36.7% |
| 6M | -43.0% | +42.5% | -85.5% | -46.4% |
| YTD | +46.1% | +33.5% | +12.6% | +39.6% |
| 1Y | +124.7% | +38.5% | +86.2% | +113.6% |
| 3Y | +1,172.1% | +179.0% | +993.1% | +998.9% |
| All | +1,172.1% | +185.1% | +987.0% | +998.9% |
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