+1,533.3%
LITE vs CDW
+325.6%
+1,207.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.8% | +5.8% | +7.8% |
| 7D | -12.9% | +9.3% | -22.2% | -17.8% |
| 30D | -46.0% | +15.8% | -61.8% | -50.9% |
| 3M | -33.0% | +21.8% | -54.8% | -42.1% |
| 6M | -34.0% | +58.8% | -92.8% | -54.0% |
| YTD | +61.7% | +22.8% | +39.0% | +29.3% |
| 1Y | +148.3% | +17.9% | +130.4% | +105.2% |
| 3Y | +1,408.5% | -17.4% | +1,425.9% | +1,482.0% |
| 5Y | +546.2% | -5.7% | +551.9% | +505.8% |
| 10Y | +1,533.3% | +319.5% | +1,213.8% | +415.1% |
| All | +1,533.3% | +325.6% | +1,207.7% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling