+1,493.1%
LITE vs CRH
+246.6%
+1,246.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +10.8% | -1.3% | +12.1% | +11.7% |
| 30D | -33.4% | +18.1% | -51.6% | -40.1% |
| 3M | -32.2% | -3.9% | -28.4% | -31.8% |
| 6M | -42.1% | -13.3% | -28.8% | -39.3% |
| YTD | +61.9% | -24.2% | +86.1% | +82.1% |
| 1Y | +163.0% | -14.9% | +177.9% | +175.8% |
| 3Y | +1,358.0% | +64.9% | +1,293.1% | +985.8% |
| 5Y | +549.9% | +109.0% | +440.9% | +317.3% |
| All | +1,493.1% | +246.6% | +1,246.5% | +614.8% |
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