+1,499.9%
LITE vs CHD
+195.9%
+1,304.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -13.9% | +2.4% | -16.3% | -13.9% |
| 30D | -46.9% | +13.9% | -60.8% | -46.9% |
| 3M | -28.0% | +8.5% | -36.5% | -27.9% |
| 6M | -35.2% | +20.4% | -55.6% | -35.5% |
| YTD | +58.9% | +34.5% | +24.3% | +56.2% |
| 1Y | +125.3% | +33.8% | +91.6% | +121.5% |
| 3Y | +1,344.4% | +29.1% | +1,315.3% | +1,286.7% |
| 5Y | +541.2% | +31.2% | +509.9% | +499.7% |
| All | +1,499.9% | +195.9% | +1,304.0% | +1,070.4% |
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