+163.0%
LITE vs CRH
-16.2%
+179.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +10.8% | -1.3% | +12.1% | +11.0% |
| 30D | -33.4% | +18.1% | -51.6% | -35.2% |
| 3M | -32.2% | -3.9% | -28.4% | -31.1% |
| 6M | -42.1% | -13.3% | -28.8% | -39.3% |
| YTD | +61.9% | -24.2% | +86.1% | +74.1% |
| 1Y | +163.0% | -14.9% | +177.9% | +148.3% |
| All | +163.0% | -16.2% | +179.1% | +148.3% |
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