+490.8%
LITE vs CHRW
+49.0%
+441.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.2% |
| 7D | -35.9% | +0.6% | -36.5% | -36.0% |
| 30D | -51.5% | -7.3% | -44.2% | -50.9% |
| 3M | -35.7% | -14.2% | -21.6% | -34.1% |
| 6M | -43.0% | -25.1% | -17.9% | -40.2% |
| YTD | +46.1% | -21.2% | +67.3% | +48.8% |
| 1Y | +124.7% | -14.2% | +138.9% | +123.9% |
| 3Y | +1,172.1% | +63.5% | +1,108.5% | +897.5% |
| All | +490.8% | +49.0% | +441.8% | +367.0% |
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