+606.1%
LITE vs CAI
-11.3%
+617.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.3% |
| 7D | +22.6% | -8.0% | +30.5% | +23.8% |
| 30D | -36.8% | -18.9% | -17.9% | -34.0% |
| 3M | -33.0% | +7.6% | -40.6% | -31.2% |
| 6M | -37.1% | +43.0% | -80.0% | -36.8% |
| YTD | +69.5% | -11.2% | +80.7% | +71.4% |
| 1Y | +146.1% | -3.3% | +149.4% | +151.2% |
| All | +606.1% | -11.3% | +617.4% | +587.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling