+521.0%
LITE vs CHRW
+16.7%
+504.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +4.0% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | +6.7% | -3.9% | +10.5% | +6.8% |
| 3M | -6.8% | -19.7% | +13.0% | -5.0% |
| 6M | +29.4% | -21.7% | +51.2% | +30.9% |
| YTD | +139.1% | -7.5% | +146.6% | +142.0% |
| 1Y | +521.0% | +17.3% | +503.7% | +556.4% |
| All | +521.0% | +16.7% | +504.3% | +556.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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