+1,172.1%
LITE vs CDW
-21.8%
+1,193.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.1% |
| 7D | -35.9% | +2.1% | -38.0% | -36.5% |
| 30D | -51.5% | +14.7% | -66.3% | -54.7% |
| 3M | -35.7% | +11.1% | -46.8% | -40.1% |
| 6M | -43.0% | +45.6% | -88.5% | -56.5% |
| YTD | +46.1% | +17.1% | +29.0% | +25.1% |
| 1Y | +124.7% | +13.2% | +111.5% | +99.3% |
| 3Y | +1,172.1% | -22.2% | +1,194.3% | +1,105.2% |
| All | +1,172.1% | -21.8% | +1,193.8% | +1,105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling