+541.2%
LITE vs CAG
-39.8%
+580.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -2.0% |
| 7D | -13.9% | +6.6% | -20.5% | -11.7% |
| 30D | -46.9% | +13.9% | -60.8% | -44.2% |
| 3M | -28.0% | +4.0% | -32.1% | -25.7% |
| 6M | -35.2% | +10.0% | -45.2% | -31.6% |
| YTD | +58.9% | -6.1% | +65.0% | +63.6% |
| 1Y | +125.3% | -4.3% | +129.6% | +132.8% |
| 3Y | +1,344.4% | -34.6% | +1,379.0% | +1,314.1% |
| 5Y | +541.2% | -39.4% | +580.6% | +548.1% |
| All | +541.2% | -39.8% | +580.9% | +548.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling