+562.5%
LITE vs CRH
+110.6%
+451.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +10.8% | -1.3% | +12.1% | +11.8% |
| 30D | -33.4% | +18.1% | -51.6% | -40.6% |
| 3M | -32.2% | -3.9% | -28.4% | -31.6% |
| 6M | -42.1% | -13.3% | -28.8% | -38.9% |
| YTD | +61.9% | -24.2% | +86.1% | +84.9% |
| 1Y | +163.0% | -14.9% | +177.9% | +176.0% |
| 3Y | +1,358.0% | +64.9% | +1,293.1% | +949.6% |
| All | +562.5% | +110.6% | +451.9% | +314.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling