+901.5%
LITE vs CARR
+13.8%
+887.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.3% |
| 7D | -1.5% | +1.6% | -3.1% | -2.5% |
| 30D | +6.7% | -8.7% | +15.4% | +12.6% |
| 3M | -6.8% | -12.6% | +5.8% | +1.2% |
| 6M | +29.4% | -1.5% | +31.0% | +29.4% |
| YTD | +139.1% | +14.3% | +124.8% | +117.0% |
| 1Y | +521.0% | -4.6% | +525.6% | +529.4% |
| 3Y | +1,535.3% | +7.3% | +1,527.9% | +1,455.0% |
| All | +901.5% | +13.8% | +887.7% | +735.1% |
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