+593.6%
LITE vs CHRW
+58.7%
+534.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | +22.6% | +4.7% | +17.8% | +21.4% |
| 30D | -36.8% | -2.6% | -34.2% | -36.6% |
| 3M | -33.0% | -8.0% | -25.0% | -32.3% |
| 6M | -37.1% | -19.0% | -18.0% | -35.1% |
| YTD | +69.5% | -15.5% | +84.9% | +70.1% |
| 1Y | +146.1% | -10.8% | +156.9% | +143.7% |
| 3Y | +1,440.8% | +79.8% | +1,361.0% | +1,077.7% |
| All | +593.6% | +58.7% | +534.9% | +437.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling