+3,586.8%
LITE vs CNH
+71.1%
+3,515.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.8% |
| 7D | -31.4% | +6.5% | -37.9% | -33.2% |
| 30D | -42.6% | -12.0% | -30.6% | -40.2% |
| 3M | -26.2% | +4.4% | -30.6% | -28.9% |
| 6M | -35.8% | +15.7% | -51.5% | -41.0% |
| YTD | +70.0% | +28.2% | +41.8% | +49.6% |
| 1Y | +232.7% | +14.8% | +218.0% | +204.7% |
| 3Y | +1,365.7% | +8.3% | +1,357.4% | +1,250.0% |
| 5Y | +609.5% | -15.2% | +624.7% | +592.8% |
| 10Y | +1,721.9% | +122.0% | +1,599.9% | +1,189.7% |
| All | +3,586.8% | +71.1% | +3,515.6% | +2,049.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling