+1,172.1%
LITE vs CDE
+502.6%
+669.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | -0.1% | +4.0% |
| 7D | -35.9% | +18.1% | -54.0% | -39.3% |
| 30D | -51.5% | -6.2% | -45.3% | -50.6% |
| 3M | -35.7% | -1.2% | -34.6% | -36.2% |
| 6M | -43.0% | -17.4% | -25.6% | -40.8% |
| YTD | +46.1% | -13.1% | +59.3% | +45.0% |
| 1Y | +124.7% | +7.3% | +117.5% | +111.4% |
| 3Y | +1,172.1% | +522.0% | +650.1% | +606.5% |
| All | +1,172.1% | +502.6% | +669.4% | +606.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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