+1,533.3%
LITE vs CHRW
+131.6%
+1,401.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.9% |
| 7D | -12.9% | +0.2% | -13.1% | -12.7% |
| 30D | -46.0% | -9.4% | -36.6% | -44.7% |
| 3M | -33.0% | -13.3% | -19.8% | -31.0% |
| 6M | -34.0% | -24.2% | -9.9% | -30.3% |
| YTD | +61.7% | -18.9% | +80.6% | +64.8% |
| 1Y | +148.3% | -12.4% | +160.7% | +147.4% |
| 3Y | +1,408.5% | +72.2% | +1,336.3% | +1,038.3% |
| 5Y | +546.2% | +53.4% | +492.8% | +401.7% |
| 10Y | +1,533.3% | +127.0% | +1,406.4% | +861.7% |
| All | +1,533.3% | +131.6% | +1,401.7% | +861.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling