+546.2%
LITE vs CDW
-5.0%
+551.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.8% | +5.8% | +8.2% |
| 7D | -12.9% | +9.3% | -22.2% | -17.0% |
| 30D | -46.0% | +15.8% | -61.8% | -50.2% |
| 3M | -33.0% | +21.8% | -54.8% | -41.1% |
| 6M | -34.0% | +58.8% | -92.8% | -52.9% |
| YTD | +61.7% | +22.8% | +39.0% | +32.5% |
| 1Y | +148.3% | +17.9% | +130.4% | +110.9% |
| 3Y | +1,408.5% | -17.4% | +1,425.9% | +1,507.8% |
| 5Y | +546.2% | -5.7% | +551.9% | +496.2% |
| All | +546.2% | -5.0% | +551.2% | +496.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling