+593.6%
LITE vs CDNS
+82.4%
+511.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.4% |
| 7D | +22.6% | +7.0% | +15.5% | +17.3% |
| 30D | -36.8% | -0.3% | -36.5% | -35.9% |
| 3M | -33.0% | +3.2% | -36.2% | -33.5% |
| 6M | -37.1% | -6.9% | -30.2% | -33.6% |
| YTD | +69.5% | +6.6% | +62.8% | +60.4% |
| 1Y | +146.1% | +5.6% | +140.5% | +134.8% |
| 3Y | +1,440.8% | +27.4% | +1,413.4% | +1,199.2% |
| All | +593.6% | +82.4% | +511.2% | +342.7% |
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