+593.6%
LITE vs CAH
+498.9%
+94.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.6% |
| 7D | +22.6% | +3.9% | +18.7% | +21.9% |
| 30D | -36.8% | +16.0% | -52.8% | -38.5% |
| 3M | -33.0% | +19.1% | -52.1% | -35.3% |
| 6M | -37.1% | +53.0% | -90.1% | -43.2% |
| YTD | +69.5% | +36.6% | +32.8% | +57.6% |
| 1Y | +146.1% | +37.4% | +108.7% | +128.7% |
| 3Y | +1,440.8% | +178.8% | +1,262.0% | +1,068.5% |
| All | +593.6% | +498.9% | +94.7% | +260.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling