+29.4%
LITE vs CDE
-14.1%
+43.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.9% |
| 7D | -1.5% | +0.5% | -2.1% | -1.9% |
| 30D | +6.7% | +21.9% | -15.2% | -4.0% |
| 3M | -6.8% | +14.9% | -21.7% | -15.1% |
| 6M | +29.4% | -10.5% | +39.9% | +33.6% |
| All | +29.4% | -14.1% | +43.5% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling