+901.5%
LITE vs CDE
+199.5%
+702.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.4% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | +6.7% | +21.9% | -15.2% | +1.7% |
| 3M | -6.8% | +14.9% | -21.7% | -10.1% |
| 6M | +29.4% | -10.5% | +39.9% | +30.3% |
| YTD | +139.1% | +19.3% | +119.8% | +124.2% |
| 1Y | +521.0% | +50.8% | +470.2% | +454.2% |
| 3Y | +1,535.3% | +782.3% | +753.0% | +975.8% |
| All | +901.5% | +199.5% | +702.0% | +589.5% |
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 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