+1,402.3%
LITE vs CHD
+182.8%
+1,219.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.6% |
| 7D | -35.9% | +2.0% | -37.9% | -35.9% |
| 30D | -51.5% | +13.0% | -64.5% | -51.6% |
| 3M | -35.7% | +6.1% | -41.8% | -35.7% |
| 6M | -43.0% | +15.9% | -58.8% | -43.3% |
| YTD | +46.1% | +31.6% | +14.5% | +43.3% |
| 1Y | +124.7% | +28.5% | +96.3% | +120.7% |
| 3Y | +1,172.1% | +30.5% | +1,141.6% | +1,107.7% |
| 5Y | +477.0% | +30.7% | +446.3% | +434.8% |
| All | +1,402.3% | +182.8% | +1,219.5% | +943.7% |
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