+1,568.0%
LITE vs CHD
+191.9%
+1,376.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.6% |
| 7D | +22.6% | +0.4% | +22.2% | +22.6% |
| 30D | -36.8% | +11.6% | -48.4% | -36.7% |
| 3M | -33.0% | +10.7% | -43.7% | -32.9% |
| 6M | -37.1% | +20.2% | -57.3% | -37.3% |
| YTD | +69.5% | +34.5% | +35.0% | +66.7% |
| 1Y | +146.1% | +32.6% | +113.6% | +142.3% |
| 3Y | +1,440.8% | +29.1% | +1,411.7% | +1,379.5% |
| 5Y | +580.4% | +31.5% | +548.9% | +536.2% |
| All | +1,568.0% | +191.9% | +1,376.0% | +1,128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling