+2,898.2%
LITE vs CHRW
+156.0%
+2,742.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.1% | -14.5% | -17.6% |
| 7D | -44.6% | +0.7% | -45.3% | -44.6% |
| 30D | -55.0% | -5.0% | -50.0% | -54.6% |
| 3M | -38.3% | -16.1% | -22.2% | -36.0% |
| 6M | -48.8% | -22.6% | -26.1% | -46.3% |
| YTD | +38.3% | -19.3% | +57.6% | +41.1% |
| 1Y | +119.0% | -14.9% | +133.9% | +120.3% |
| 3Y | +1,092.0% | +68.0% | +1,024.0% | +826.5% |
| 5Y | +446.1% | +53.2% | +392.9% | +333.2% |
| 10Y | +1,381.7% | +134.8% | +1,246.9% | +906.6% |
| All | +2,898.2% | +156.0% | +2,742.3% | +1,851.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling