+124.7%
LITE vs CNH
+11.5%
+113.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +5.0% |
| 7D | -35.9% | -1.7% | -34.2% | -35.6% |
| 30D | -51.5% | -7.2% | -44.3% | -50.5% |
| 3M | -35.7% | +6.5% | -42.3% | -39.0% |
| 6M | -43.0% | +7.9% | -50.8% | -46.5% |
| YTD | +46.1% | +26.6% | +19.5% | +44.8% |
| 1Y | +124.7% | +13.8% | +111.0% | +126.7% |
| All | +124.7% | +11.5% | +113.2% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling