+1,533.3%
LITE vs CAG
-38.3%
+1,571.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.7% |
| 7D | -12.9% | +4.6% | -17.5% | -12.8% |
| 30D | -46.0% | +14.7% | -60.6% | -46.1% |
| 3M | -33.0% | +2.4% | -35.4% | -32.9% |
| 6M | -34.0% | +10.7% | -44.8% | -34.3% |
| YTD | +61.7% | -5.5% | +67.3% | +62.8% |
| 1Y | +148.3% | -4.6% | +152.9% | +149.5% |
| 3Y | +1,408.5% | -34.4% | +1,442.9% | +1,455.5% |
| 5Y | +546.2% | -39.2% | +585.3% | +572.2% |
| 10Y | +1,533.3% | -39.0% | +1,572.3% | +1,465.7% |
| All | +1,533.3% | -38.3% | +1,571.6% | +1,465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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