+1,402.3%
LITE vs CHRW
+127.5%
+1,274.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.3% |
| 7D | -35.9% | +0.6% | -36.5% | -36.0% |
| 30D | -51.5% | -7.3% | -44.2% | -50.8% |
| 3M | -35.7% | -14.2% | -21.6% | -33.6% |
| 6M | -43.0% | -25.1% | -17.9% | -39.6% |
| YTD | +46.1% | -21.2% | +67.3% | +50.0% |
| 1Y | +124.7% | -14.2% | +138.9% | +124.9% |
| 3Y | +1,172.1% | +63.5% | +1,108.5% | +876.1% |
| 5Y | +477.0% | +49.6% | +427.4% | +350.6% |
| All | +1,402.3% | +127.5% | +1,274.9% | +802.9% |
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