+1,938.3%
LITE vs CRH
+72.0%
+1,866.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | +13.6% | -3.6% | +17.2% | +16.0% |
| 30D | +21.6% | -10.8% | +32.4% | +30.4% |
| 3M | +20.3% | -13.5% | +33.8% | +29.8% |
| 6M | +54.4% | -15.4% | +69.8% | +66.8% |
| YTD | +168.3% | -27.6% | +195.9% | +225.4% |
| 1Y | +551.8% | -18.4% | +570.2% | +606.7% |
| All | +1,938.3% | +72.0% | +1,866.3% | +1,345.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling