+2,382.0%
LITE vs CRH
+253.3%
+2,128.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | +5.2% | -6.1% | +11.3% | +8.7% |
| 30D | -0.6% | -9.3% | +8.7% | +4.7% |
| 3M | +4.2% | -15.2% | +19.4% | +12.6% |
| 6M | +38.0% | -14.2% | +52.2% | +46.6% |
| YTD | +151.5% | -28.3% | +179.8% | +195.3% |
| 1Y | +462.2% | -21.8% | +484.0% | +527.1% |
| 3Y | +1,810.6% | +71.6% | +1,739.0% | +1,313.3% |
| 5Y | +980.2% | +96.6% | +883.6% | +627.3% |
| All | +2,382.0% | +253.3% | +2,128.7% | +1,052.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling