+546.2%
LITE vs CARR
+7.1%
+539.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +9.6% |
| 7D | -12.9% | -3.3% | -9.6% | -10.6% |
| 30D | -46.0% | -3.6% | -42.4% | -44.6% |
| 3M | -33.0% | -16.3% | -16.7% | -25.4% |
| 6M | -34.0% | -19.6% | -14.5% | -25.0% |
| YTD | +61.7% | +2.5% | +59.2% | +56.5% |
| 1Y | +148.3% | -5.8% | +154.1% | +153.2% |
| 3Y | +1,408.5% | +10.2% | +1,398.3% | +1,333.2% |
| 5Y | +546.2% | +4.7% | +541.5% | +461.7% |
| All | +546.2% | +7.1% | +539.1% | +461.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling