+2,898.2%
LITE vs CHD
+202.9%
+2,695.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.6% | -18.1% | -18.7% |
| 7D | -44.6% | +5.0% | -49.6% | -44.6% |
| 30D | -55.0% | +15.3% | -70.3% | -55.2% |
| 3M | -38.3% | +7.7% | -46.1% | -38.4% |
| 6M | -48.8% | +19.8% | -68.5% | -49.3% |
| YTD | +38.3% | +34.0% | +4.3% | +34.8% |
| 1Y | +119.0% | +30.1% | +88.9% | +114.1% |
| 3Y | +1,092.0% | +33.0% | +1,059.0% | +1,026.4% |
| 5Y | +446.1% | +33.1% | +413.0% | +404.6% |
| 10Y | +1,381.7% | +189.4% | +1,192.3% | +975.8% |
| All | +2,898.2% | +202.9% | +2,695.3% | +1,944.1% |
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