+562.5%
LITE vs CHD
+32.8%
+529.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.1% |
| 7D | +10.8% | +3.4% | +7.4% | +12.0% |
| 30D | -33.4% | +10.1% | -43.5% | -30.8% |
| 3M | -32.2% | +11.9% | -44.1% | -28.9% |
| 6M | -42.1% | +19.6% | -61.7% | -37.8% |
| YTD | +61.9% | +36.0% | +25.8% | +78.3% |
| 1Y | +163.0% | +34.8% | +128.2% | +189.7% |
| 3Y | +1,358.0% | +28.8% | +1,329.2% | +1,456.3% |
| All | +562.5% | +32.8% | +529.6% | +576.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling