+2,331.0%
LITE vs CAG
-36.9%
+2,368.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.0% |
| 7D | -1.5% | -3.8% | +2.3% | -1.4% |
| 30D | +6.7% | +3.1% | +3.5% | +6.4% |
| 3M | -6.8% | +23.5% | -30.2% | -8.2% |
| 6M | +29.4% | -14.8% | +44.3% | +31.3% |
| YTD | +139.1% | -5.4% | +144.5% | +139.8% |
| 1Y | +521.0% | -11.8% | +532.8% | +526.5% |
| 3Y | +1,535.3% | -36.7% | +1,571.9% | +1,593.5% |
| 5Y | +889.8% | -40.3% | +930.1% | +930.4% |
| All | +2,331.0% | -36.9% | +2,368.0% | +2,225.5% |
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