+2,898.2%
LITE vs CNH
+64.4%
+2,833.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.3% |
| 3M | -38.3% | +4.3% | -42.6% | -40.4% |
| 6M | -48.8% | +10.1% | -58.8% | -51.9% |
| YTD | +38.3% | +23.2% | +15.1% | +23.9% |
| 1Y | +119.0% | +8.5% | +110.5% | +105.3% |
| 3Y | +1,092.0% | +4.1% | +1,087.9% | +1,017.7% |
| 5Y | +446.1% | -17.8% | +463.9% | +441.3% |
| 10Y | +1,381.7% | +113.3% | +1,268.4% | +967.8% |
| All | +2,898.2% | +64.4% | +2,833.8% | +1,679.9% |
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 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