+3,068.2%
LITE vs CHD
+197.5%
+2,870.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.7% |
| 7D | -35.9% | +2.0% | -37.9% | -35.9% |
| 30D | -51.5% | +13.0% | -64.5% | -51.7% |
| 3M | -35.7% | +6.1% | -41.8% | -35.8% |
| 6M | -43.0% | +15.9% | -58.8% | -43.5% |
| YTD | +46.1% | +31.6% | +14.5% | +42.5% |
| 1Y | +124.7% | +28.5% | +96.3% | +119.5% |
| 3Y | +1,172.1% | +30.5% | +1,141.6% | +1,102.4% |
| 5Y | +477.0% | +30.7% | +446.3% | +433.2% |
| 10Y | +1,465.7% | +184.2% | +1,281.5% | +1,036.9% |
| All | +3,068.2% | +197.5% | +2,870.7% | +2,060.2% |
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