+5,083.9%
LITE vs CDNS
+1,396.4%
+3,687.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +6.6% |
| 7D | -1.5% | -14.0% | +12.5% | +8.2% |
| 30D | +6.7% | -13.2% | +19.8% | +16.7% |
| 3M | -6.8% | -28.9% | +22.1% | +15.6% |
| 6M | +29.4% | -4.2% | +33.6% | +31.5% |
| YTD | +139.1% | -6.4% | +145.4% | +142.3% |
| 1Y | +521.0% | -16.2% | +537.2% | +574.0% |
| 3Y | +1,535.3% | +20.2% | +1,515.1% | +1,314.8% |
| 5Y | +889.8% | +76.6% | +813.2% | +545.4% |
| 10Y | +2,400.7% | +1,029.7% | +1,371.0% | +472.3% |
| All | +5,083.9% | +1,396.4% | +3,687.4% | +1,025.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling