+1,408.3%
LITE vs CARR
+425.9%
+982.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.8% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | +21.6% | -8.7% | +30.2% | +25.7% |
| 3M | +20.3% | -18.4% | +38.7% | +30.4% |
| 6M | +54.4% | -0.6% | +55.0% | +54.3% |
| YTD | +168.3% | +10.9% | +157.4% | +157.8% |
| 1Y | +551.8% | -7.3% | +559.1% | +568.2% |
| 3Y | +1,891.5% | +2.9% | +1,888.6% | +1,901.0% |
| 5Y | +1,014.7% | +9.6% | +1,005.1% | +955.9% |
| All | +1,408.3% | +425.9% | +982.3% | +1,384.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling