+1,587.5%
LITE vs CAG
-38.9%
+1,626.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -13.9% | +6.6% | -20.5% | -13.8% |
| 30D | -46.9% | +13.9% | -60.8% | -47.0% |
| 3M | -28.0% | +4.0% | -32.1% | -27.9% |
| 6M | -35.2% | +10.0% | -45.2% | -35.4% |
| YTD | +58.9% | -6.1% | +65.0% | +60.0% |
| 1Y | +125.3% | -4.3% | +129.6% | +126.3% |
| 3Y | +1,344.4% | -34.6% | +1,379.0% | +1,386.5% |
| 5Y | +541.2% | -39.4% | +580.6% | +566.0% |
| 10Y | +1,587.5% | -34.2% | +1,621.7% | +1,402.9% |
| All | +1,587.5% | -38.9% | +1,626.4% | +1,402.9% |
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