+1,402.3%
LITE vs CCJ
+808.7%
+593.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.3% | +4.0% |
| 7D | -35.9% | -7.3% | -28.6% | -33.6% |
| 30D | -51.5% | -20.0% | -31.6% | -46.7% |
| 3M | -35.7% | -23.8% | -11.9% | -28.2% |
| 6M | -43.0% | -42.4% | -0.6% | -29.4% |
| YTD | +46.1% | -22.1% | +68.2% | +63.5% |
| 1Y | +124.7% | -20.8% | +145.5% | +151.9% |
| 3Y | +1,172.1% | +75.7% | +1,096.3% | +1,002.1% |
| 5Y | +477.0% | +167.4% | +309.6% | +327.4% |
| All | +1,402.3% | +808.7% | +593.7% | +698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling