-35.8%
LITE vs CNH
+11.5%
-47.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.8% |
| 7D | -31.4% | +6.5% | -37.9% | -31.9% |
| 30D | -42.6% | -12.0% | -30.6% | -41.2% |
| 3M | -26.2% | +4.4% | -30.6% | -30.2% |
| 6M | -35.8% | +15.7% | -51.5% | -42.1% |
| All | -35.8% | +11.5% | -47.3% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling