+124.7%
LITE vs CHD
+28.5%
+96.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +3.4% |
| 7D | -35.9% | +2.0% | -37.9% | -33.6% |
| 30D | -51.5% | +13.0% | -64.5% | -43.1% |
| 3M | -35.7% | +6.1% | -41.8% | -28.7% |
| 6M | -43.0% | +15.9% | -58.8% | -29.2% |
| YTD | +46.1% | +31.6% | +14.5% | +122.8% |
| 1Y | +124.7% | +28.5% | +96.3% | +228.9% |
| All | +124.7% | +28.5% | +96.3% | +228.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling