+2,259.5%
LITE vs CHRW
+163.9%
+2,095.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | +6.7% | -3.5% | +10.1% | +7.7% |
| 3M | -6.8% | -19.4% | +12.6% | -1.5% |
| 6M | +29.4% | -21.4% | +50.8% | +37.1% |
| YTD | +139.1% | -7.1% | +146.2% | +136.9% |
| 1Y | +521.0% | +17.8% | +503.2% | +463.5% |
| 3Y | +1,535.3% | +78.8% | +1,456.5% | +1,146.4% |
| 5Y | +889.8% | +83.5% | +806.3% | +632.4% |
| All | +2,259.5% | +163.9% | +2,095.5% | +1,322.7% |
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