+1,563.7%
LITE vs CCJ
+175.9%
+1,387.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +0.7% | -2.3% | -2.0% |
| 30D | +6.7% | +6.9% | -0.2% | +2.6% |
| 3M | -6.8% | -11.6% | +4.9% | -0.4% |
| 6M | +29.4% | -16.2% | +45.7% | +42.6% |
| YTD | +139.1% | +10.1% | +129.0% | +127.3% |
| 1Y | +521.0% | +32.3% | +488.7% | +430.4% |
| All | +1,563.7% | +175.9% | +1,387.8% | +991.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling