+2,898.2%
LITE vs CAG
-30.3%
+2,928.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +2.7% | -21.4% | -18.7% |
| 7D | -44.6% | +11.4% | -55.9% | -44.6% |
| 30D | -55.0% | +16.7% | -71.7% | -55.2% |
| 3M | -38.3% | +4.5% | -42.8% | -38.3% |
| 6M | -48.8% | +13.3% | -62.1% | -49.1% |
| YTD | +38.3% | -4.2% | +42.4% | +39.0% |
| 1Y | +119.0% | -2.9% | +121.9% | +119.6% |
| 3Y | +1,092.0% | -33.2% | +1,125.2% | +1,128.0% |
| 5Y | +446.1% | -38.4% | +484.4% | +468.3% |
| 10Y | +1,381.7% | -36.4% | +1,418.1% | +1,352.6% |
| All | +2,898.2% | -30.3% | +2,928.6% | +2,744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling