+1,172.1%
LITE vs CDNS
+27.9%
+1,144.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +3.6% |
| 7D | -35.9% | -2.4% | -33.5% | -34.4% |
| 30D | -51.5% | -10.2% | -41.4% | -46.9% |
| 3M | -35.7% | -5.5% | -30.3% | -32.2% |
| 6M | -43.0% | -9.9% | -33.1% | -38.1% |
| YTD | +46.1% | +2.3% | +43.8% | +41.5% |
| 1Y | +124.7% | -1.4% | +126.1% | +124.9% |
| 3Y | +1,172.1% | +28.1% | +1,144.0% | +935.5% |
| All | +1,172.1% | +27.9% | +1,144.1% | +935.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling