+5,083.9%
LITE vs CDE
+403.9%
+4,680.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.3% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | +6.7% | +21.9% | -15.2% | +3.1% |
| 3M | -6.8% | +14.9% | -21.7% | -9.1% |
| 6M | +29.4% | -10.5% | +39.9% | +30.4% |
| YTD | +139.1% | +19.3% | +119.8% | +128.8% |
| 1Y | +521.0% | +50.8% | +470.2% | +473.5% |
| 3Y | +1,535.3% | +782.3% | +753.0% | +1,072.4% |
| 5Y | +889.8% | +191.7% | +698.2% | +665.9% |
| 10Y | +2,400.7% | +57.6% | +2,343.1% | +1,601.7% |
| All | +5,083.9% | +403.9% | +4,680.0% | +3,603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling