+1,103.8%
LITE vs CNH
+4.2%
+1,099.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.7% | -17.1% |
| 7D | -44.6% | -0.4% | -44.2% | -44.4% |
| 30D | -55.0% | -15.2% | -39.8% | -52.1% |
| 3M | -38.3% | +4.3% | -42.6% | -41.2% |
| 6M | -48.8% | +10.1% | -58.8% | -52.9% |
| YTD | +38.3% | +23.2% | +15.1% | +20.4% |
| 1Y | +119.0% | +8.5% | +110.5% | +102.0% |
| All | +1,103.8% | +4.2% | +1,099.7% | +988.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling