+163.0%
LITE vs CHD
+33.5%
+129.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -2.8% |
| 7D | +10.8% | +3.6% | +7.1% | +15.5% |
| 30D | -33.4% | +10.4% | -43.8% | -23.9% |
| 3M | -32.2% | +12.2% | -44.4% | -20.3% |
| 6M | -42.1% | +19.9% | -62.0% | -26.0% |
| YTD | +61.9% | +36.4% | +25.5% | +155.7% |
| 1Y | +163.0% | +35.1% | +127.9% | +313.6% |
| All | +163.0% | +33.5% | +129.5% | +313.6% |
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