+129.4%
LITE vs CDW
+16.9%
+112.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.8% | +5.8% | +10.0% |
| 7D | -12.9% | +9.3% | -22.2% | -13.4% |
| 30D | -46.0% | +15.8% | -61.8% | -46.5% |
| 3M | -33.0% | +21.8% | -54.8% | -34.7% |
| 6M | -34.0% | +58.8% | -92.8% | -40.0% |
| YTD | +61.7% | +22.8% | +39.0% | +64.1% |
| All | +129.4% | +16.9% | +112.5% | +157.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling