+125.3%
LITE vs CARR
-6.7%
+132.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -13.9% | -4.3% | -9.6% | -11.3% |
| 30D | -46.9% | -4.2% | -42.7% | -45.4% |
| 3M | -28.0% | -16.1% | -11.9% | -20.4% |
| 6M | -35.2% | -20.1% | -15.2% | -25.9% |
| YTD | +58.9% | +1.9% | +57.0% | +64.2% |
| 1Y | +125.3% | -6.1% | +131.4% | +145.2% |
| All | +125.3% | -6.7% | +132.0% | +145.2% |
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