+541.2%
LITE vs CDNS
+82.5%
+458.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | -13.9% | +2.4% | -16.3% | -14.6% |
| 30D | -46.9% | -6.0% | -40.9% | -44.0% |
| 3M | -28.0% | -0.1% | -27.9% | -27.1% |
| 6M | -35.2% | -8.6% | -26.6% | -30.7% |
| YTD | +58.9% | +6.1% | +52.8% | +51.0% |
| 1Y | +125.3% | +0.8% | +124.5% | +122.2% |
| 3Y | +1,344.4% | +26.8% | +1,317.6% | +1,123.4% |
| 5Y | +541.2% | +86.9% | +454.3% | +308.1% |
| All | +541.2% | +82.5% | +458.6% | +308.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling