+3,712.1%
LITE vs CAH
+331.3%
+3,380.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.4% | +10.6% |
| 7D | +3.4% | +5.9% | -2.5% | +1.7% |
| 30D | -34.9% | +16.5% | -51.4% | -38.0% |
| 3M | -21.0% | +15.7% | -36.8% | -24.8% |
| 6M | -38.5% | +52.7% | -91.2% | -46.6% |
| YTD | +75.8% | +36.3% | +39.5% | +57.9% |
| 1Y | +156.7% | +36.7% | +119.9% | +130.5% |
| 3Y | +1,498.6% | +178.2% | +1,320.4% | +1,022.5% |
| 5Y | +610.9% | +515.8% | +95.1% | +274.3% |
| 10Y | +1,670.7% | +411.8% | +1,258.8% | +799.3% |
| All | +3,712.1% | +331.3% | +3,380.8% | +1,924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling