+129.4%
LITE vs CAG
-5.3%
+134.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.9% |
| 7D | -12.9% | +4.6% | -17.5% | -9.3% |
| 30D | -46.0% | +14.7% | -60.6% | -39.8% |
| 3M | -33.0% | +2.4% | -35.4% | -29.0% |
| 6M | -34.0% | +10.7% | -44.8% | -25.4% |
| YTD | +61.7% | -5.5% | +67.3% | +80.5% |
| All | +129.4% | -5.3% | +134.7% | +156.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling