+163.0%
LITE vs CAG
-9.3%
+172.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -3.6% |
| 7D | +10.8% | -3.3% | +14.1% | +8.2% |
| 30D | -33.4% | +7.7% | -41.1% | -28.8% |
| 3M | -32.2% | -3.2% | -29.1% | -30.6% |
| 6M | -42.1% | +7.0% | -49.1% | -36.3% |
| YTD | +61.9% | -9.0% | +70.8% | +78.1% |
| 1Y | +163.0% | -9.6% | +172.6% | +188.2% |
| All | +163.0% | -9.3% | +172.3% | +188.2% |
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