+521.0%
LITE vs CRH
-14.7%
+535.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | -1.5% | -1.7% | +0.1% | -1.1% |
| 30D | +6.7% | -5.4% | +12.0% | +8.2% |
| 3M | -6.8% | -11.2% | +4.4% | -3.8% |
| 6M | +29.4% | -15.8% | +45.3% | +36.6% |
| YTD | +139.1% | -23.6% | +162.7% | +159.3% |
| 1Y | +521.0% | -14.6% | +535.6% | +496.5% |
| All | +521.0% | -14.7% | +535.7% | +496.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling