+1,618.0%
LITE vs CHD
+179.0%
+1,439.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.7% |
| 7D | -12.9% | +0.8% | -13.7% | -12.9% |
| 30D | -46.0% | +13.5% | -59.4% | -46.0% |
| 3M | -33.0% | +8.1% | -41.2% | -32.9% |
| 6M | -34.0% | +19.9% | -53.9% | -34.4% |
| YTD | +61.7% | +34.0% | +27.7% | +59.0% |
| 1Y | +148.3% | +29.8% | +118.5% | +144.7% |
| 3Y | +1,408.5% | +28.7% | +1,379.8% | +1,347.4% |
| 5Y | +546.2% | +31.8% | +514.4% | +502.7% |
| All | +1,618.0% | +179.0% | +1,439.1% | +1,140.4% |
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