+521.0%
LITE vs CAI
-31.3%
+552.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | -1.5% | -2.2% | +0.6% | -1.3% |
| 30D | +6.7% | +52.4% | -45.7% | +2.5% |
| 3M | -6.8% | +45.1% | -51.8% | -10.1% |
| 6M | +29.4% | +26.2% | +3.2% | +26.3% |
| YTD | +139.1% | -7.1% | +146.2% | +134.2% |
| 1Y | +521.0% | -31.0% | +552.0% | +499.0% |
| All | +521.0% | -31.3% | +552.3% | +499.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling