+551.8%
LITE vs CARR
-8.6%
+560.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +2.2% |
| 7D | +13.6% | +0.6% | +13.0% | +13.0% |
| 30D | +21.6% | -8.7% | +30.2% | +28.0% |
| 3M | +20.3% | -18.4% | +38.7% | +35.2% |
| 6M | +54.4% | -0.6% | +55.0% | +51.3% |
| YTD | +168.3% | +10.9% | +157.4% | +152.9% |
| 1Y | +551.8% | -7.3% | +559.1% | +573.4% |
| All | +551.8% | -8.6% | +560.4% | +573.4% |
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