+490.8%
LITE vs CAG
-39.4%
+530.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.1% |
| 7D | -35.9% | +5.8% | -41.7% | -34.4% |
| 30D | -51.5% | +16.4% | -67.9% | -48.7% |
| 3M | -35.7% | +3.8% | -39.5% | -33.7% |
| 6M | -43.0% | +10.8% | -53.8% | -39.7% |
| YTD | +46.1% | -5.8% | +51.9% | +50.7% |
| 1Y | +124.7% | -2.4% | +127.1% | +133.0% |
| 3Y | +1,172.1% | -33.4% | +1,205.5% | +1,143.0% |
| All | +490.8% | -39.4% | +530.3% | +496.2% |
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 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