+793.0%
LITE vs CARR
+383.2%
+409.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -13.9% | -4.3% | -9.6% | -12.1% |
| 30D | -46.9% | -4.2% | -42.7% | -46.0% |
| 3M | -28.0% | -16.1% | -11.9% | -23.1% |
| 6M | -35.2% | -20.1% | -15.2% | -29.5% |
| YTD | +58.9% | +1.9% | +57.0% | +57.8% |
| 1Y | +125.3% | -6.1% | +131.4% | +130.5% |
| 3Y | +1,344.4% | +7.3% | +1,337.2% | +1,358.9% |
| 5Y | +541.2% | +4.4% | +536.8% | +526.2% |
| All | +793.0% | +383.2% | +409.9% | +808.5% |
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