+446.1%
LITE vs CNH
-17.9%
+464.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.7% | -17.2% |
| 7D | -44.6% | -0.4% | -44.2% | -44.4% |
| 30D | -55.0% | -15.2% | -39.8% | -52.2% |
| 3M | -38.3% | +4.3% | -42.6% | -40.8% |
| 6M | -48.8% | +10.1% | -58.8% | -52.4% |
| YTD | +38.3% | +23.2% | +15.1% | +22.3% |
| 1Y | +119.0% | +8.5% | +110.5% | +103.6% |
| 3Y | +1,092.0% | +4.1% | +1,087.9% | +1,003.8% |
| 5Y | +446.1% | -17.8% | +463.9% | +438.7% |
| All | +446.1% | -17.9% | +464.0% | +438.7% |
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 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