+1,426.5%
LITE vs CHRW
+80.1%
+1,346.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | +22.6% | +4.7% | +17.8% | +21.8% |
| 30D | -36.8% | -2.6% | -34.2% | -36.7% |
| 3M | -33.0% | -8.0% | -25.0% | -32.6% |
| 6M | -37.1% | -19.0% | -18.0% | -35.7% |
| YTD | +69.5% | -15.5% | +84.9% | +69.8% |
| 1Y | +146.1% | -10.8% | +156.9% | +144.4% |
| All | +1,426.5% | +80.1% | +1,346.5% | +1,177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling