+5,083.9%
LITE vs CAH
+283.3%
+4,800.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | -1.5% | +5.4% | -6.9% | -3.1% |
| 30D | +6.7% | +3.3% | +3.3% | +5.4% |
| 3M | -6.8% | +22.8% | -29.5% | -13.0% |
| 6M | +29.4% | +11.3% | +18.2% | +24.3% |
| YTD | +139.1% | +21.1% | +118.0% | +123.3% |
| 1Y | +521.0% | +67.2% | +453.8% | +419.9% |
| 3Y | +1,535.3% | +195.6% | +1,339.7% | +1,024.2% |
| 5Y | +889.8% | +413.8% | +476.0% | +453.4% |
| 10Y | +2,400.7% | +309.6% | +2,091.1% | +1,252.3% |
| All | +5,083.9% | +283.3% | +4,800.5% | +2,763.5% |
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