+5,083.9%
LITE vs CHD
+168.2%
+4,915.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -2.7% | +1.1% | -1.4% |
| 30D | +6.7% | -4.6% | +11.3% | +6.9% |
| 3M | -6.8% | +5.0% | -11.8% | -7.3% |
| 6M | +29.4% | -3.2% | +32.7% | +29.7% |
| YTD | +139.1% | +18.6% | +120.4% | +133.9% |
| 1Y | +521.0% | +4.8% | +516.2% | +516.8% |
| 3Y | +1,535.3% | +6.1% | +1,529.2% | +1,486.9% |
| 5Y | +889.8% | +24.0% | +865.9% | +804.4% |
| 10Y | +2,400.7% | +124.5% | +2,276.3% | +1,777.9% |
| All | +5,083.9% | +168.2% | +4,915.7% | +3,446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling