+632.6%
LITE vs CAI
-9.3%
+641.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.4% | +10.6% |
| 7D | +3.4% | -26.3% | +29.7% | +7.7% |
| 30D | -34.9% | -17.5% | -17.4% | -32.2% |
| 3M | -21.0% | +5.8% | -26.9% | -19.0% |
| 6M | -38.5% | +53.6% | -92.1% | -38.7% |
| YTD | +75.8% | -9.2% | +85.1% | +77.3% |
| 1Y | +156.7% | -2.7% | +159.4% | +160.6% |
| All | +632.6% | -9.3% | +641.9% | +610.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling