+490.8%
LITE vs CDE
+119.1%
+371.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | -0.1% | +4.4% |
| 7D | -35.9% | +18.1% | -54.0% | -38.5% |
| 30D | -51.5% | -6.2% | -45.3% | -50.8% |
| 3M | -35.7% | -1.2% | -34.6% | -36.0% |
| 6M | -43.0% | -17.4% | -25.6% | -41.2% |
| YTD | +46.1% | -13.1% | +59.3% | +46.2% |
| 1Y | +124.7% | +7.3% | +117.5% | +116.6% |
| 3Y | +1,172.1% | +522.0% | +650.1% | +794.2% |
| All | +490.8% | +119.1% | +371.8% | +364.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling