-48.8%
LITE vs CHRW
-20.8%
-28.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.1% | -14.5% | -19.2% |
| 7D | -44.6% | +0.7% | -45.3% | -44.2% |
| 30D | -55.0% | -5.0% | -50.0% | -55.1% |
| 3M | -38.3% | -16.1% | -22.2% | -39.4% |
| 6M | -48.8% | -22.6% | -26.1% | -39.0% |
| All | -48.8% | -20.8% | -28.0% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling