+129.4%
LITE vs CDNS
+3.1%
+126.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +7.4% |
| 7D | -12.9% | +2.1% | -15.0% | -13.5% |
| 30D | -46.0% | -4.6% | -41.3% | -44.2% |
| 3M | -33.0% | -0.8% | -32.2% | -32.0% |
| 6M | -34.0% | -7.2% | -26.8% | -30.0% |
| YTD | +61.7% | +7.7% | +54.1% | +66.4% |
| All | +129.4% | +3.1% | +126.3% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 1y: compounded portfolio wealth divided by compounded CDNS 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…
1y analysis · Full analysis span regression · 6 months rolling