+573.9%
LITE vs CAI
-5.3%
+579.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.3% | +10.5% |
| 7D | -12.9% | -20.3% | +7.4% | -10.0% |
| 30D | -46.0% | -13.9% | -32.1% | -44.0% |
| 3M | -33.0% | +12.4% | -45.5% | -31.8% |
| 6M | -34.0% | +58.3% | -92.4% | -34.6% |
| YTD | +61.7% | -5.2% | +67.0% | +62.2% |
| 1Y | +148.3% | -0.2% | +148.4% | +150.1% |
| All | +573.9% | -5.3% | +579.2% | +550.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling