+508.9%
LITE vs CAI
-6.6%
+515.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +6.0% |
| 7D | -35.9% | -26.5% | -9.4% | -33.4% |
| 30D | -51.5% | -6.9% | -44.6% | -49.8% |
| 3M | -35.7% | +26.1% | -61.9% | -35.1% |
| 6M | -43.0% | +31.9% | -74.8% | -42.5% |
| YTD | +46.1% | -6.5% | +52.6% | +46.8% |
| 1Y | +124.7% | +2.5% | +122.2% | +128.1% |
| All | +508.9% | -6.6% | +515.4% | +488.3% |
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