+462.2%
LITE vs CRH
-20.2%
+482.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +5.2% | -6.1% | +11.3% | +6.8% |
| 30D | -0.6% | -9.3% | +8.7% | +1.9% |
| 3M | +4.2% | -15.2% | +19.4% | +8.4% |
| 6M | +38.0% | -14.2% | +52.2% | +40.8% |
| YTD | +151.5% | -28.3% | +179.8% | +176.8% |
| 1Y | +462.2% | -21.8% | +484.0% | +436.5% |
| All | +462.2% | -20.2% | +482.4% | +436.5% |
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