+1,870.5%
LITE vs CARR
+7.6%
+1,862.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.7% |
| 7D | +12.6% | +3.2% | +9.4% | +10.0% |
| 30D | +9.9% | -7.7% | +17.6% | +15.9% |
| 3M | +9.3% | -11.9% | +21.2% | +19.0% |
| 6M | +75.2% | +2.0% | +73.2% | +69.2% |
| YTD | +165.5% | +13.2% | +152.3% | +137.0% |
| 1Y | +555.0% | -8.5% | +563.5% | +583.3% |
| 3Y | +1,870.5% | +5.0% | +1,865.5% | +1,668.7% |
| All | +1,870.5% | +7.6% | +1,862.8% | +1,668.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling