+1,563.7%
LITE vs CAG
-36.5%
+1,600.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +3.6% |
| 7D | -1.5% | -3.8% | +2.3% | -3.1% |
| 30D | +6.7% | +3.1% | +3.5% | +8.2% |
| 3M | -6.8% | +23.5% | -30.2% | +2.6% |
| 6M | +29.4% | -14.8% | +44.3% | +24.9% |
| YTD | +139.1% | -5.4% | +144.5% | +141.6% |
| 1Y | +521.0% | -11.8% | +532.8% | +516.1% |
| All | +1,563.7% | -36.5% | +1,600.2% | +1,377.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling