+1,499.9%
LITE vs CHRW
+123.5%
+1,376.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | -3.4% | -10.5% | -12.9% |
| 30D | -46.9% | -9.4% | -37.6% | -45.7% |
| 3M | -28.0% | -12.6% | -15.4% | -26.0% |
| 6M | -35.2% | -24.2% | -11.1% | -31.5% |
| YTD | +58.9% | -18.9% | +77.7% | +61.9% |
| 1Y | +125.3% | -13.7% | +139.0% | +125.5% |
| 3Y | +1,344.4% | +72.6% | +1,271.8% | +988.3% |
| 5Y | +541.2% | +55.6% | +485.6% | +394.7% |
| All | +1,499.9% | +123.5% | +1,376.4% | +834.7% |
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