+1,103.8%
LITE vs CDW
-21.1%
+1,124.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.1% | -12.5% | -15.9% |
| 7D | -44.6% | -4.1% | -40.4% | -43.3% |
| 30D | -55.0% | +16.7% | -71.8% | -58.3% |
| 3M | -38.3% | +13.6% | -51.9% | -43.1% |
| 6M | -48.8% | +17.0% | -65.8% | -55.1% |
| YTD | +38.3% | +18.1% | +20.2% | +18.0% |
| 1Y | +119.0% | +10.5% | +108.5% | +98.8% |
| All | +1,103.8% | -21.1% | +1,124.9% | +1,036.3% |
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