+555.0%
LITE vs CAI
-28.5%
+583.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.1% |
| 7D | +12.6% | +0.2% | +12.4% | +12.6% |
| 30D | +9.9% | +9.1% | +0.8% | +9.0% |
| 3M | +9.3% | +53.8% | -44.5% | +4.5% |
| 6M | +75.2% | +33.5% | +41.7% | +69.9% |
| YTD | +165.5% | -8.0% | +173.5% | +161.0% |
| 1Y | +555.0% | -28.7% | +583.7% | +513.0% |
| All | +555.0% | -28.5% | +583.5% | +513.0% |
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