+901.5%
LITE vs CNH
+11.5%
+890.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +2.3% |
| 7D | -1.5% | +23.3% | -24.8% | -10.1% |
| 30D | +6.7% | +33.5% | -26.8% | -6.1% |
| 3M | -6.8% | +32.7% | -39.5% | -18.1% |
| 6M | +29.4% | +22.2% | +7.3% | +17.1% |
| YTD | +139.1% | +57.7% | +81.4% | +94.2% |
| 1Y | +521.0% | +28.0% | +493.0% | +449.0% |
| 3Y | +1,535.3% | +11.5% | +1,523.8% | +1,379.3% |
| All | +901.5% | +11.5% | +890.1% | +783.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling