+1,563.7%
LITE vs CAH
+196.0%
+1,367.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | -1.5% | +5.4% | -6.9% | -2.3% |
| 30D | +6.7% | +3.3% | +3.3% | +6.1% |
| 3M | -6.8% | +22.8% | -29.5% | -10.4% |
| 6M | +29.4% | +11.3% | +18.2% | +27.3% |
| YTD | +139.1% | +21.1% | +118.0% | +130.5% |
| 1Y | +521.0% | +67.2% | +453.8% | +461.2% |
| All | +1,563.7% | +196.0% | +1,367.7% | +1,303.0% |
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