+232.7%
LITE vs CARR
-1.4%
+234.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.5% | -8.4% | -8.1% |
| 7D | -31.4% | -0.7% | -30.8% | -31.2% |
| 30D | -42.6% | +0.3% | -42.9% | -42.8% |
| 3M | -26.2% | -14.9% | -11.3% | -19.7% |
| 6M | -35.8% | -14.9% | -20.9% | -29.7% |
| YTD | +70.0% | +7.0% | +63.0% | +77.7% |
| 1Y | +232.7% | -1.8% | +234.5% | +256.9% |
| All | +232.7% | -1.4% | +234.2% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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