+446.1%
LITE vs CDW
-8.7%
+454.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.1% | -12.5% | -15.5% |
| 7D | -44.6% | -4.1% | -40.4% | -43.3% |
| 30D | -55.0% | +16.7% | -71.8% | -58.8% |
| 3M | -38.3% | +13.6% | -51.9% | -43.9% |
| 6M | -48.8% | +17.0% | -65.8% | -56.2% |
| YTD | +38.3% | +18.1% | +20.2% | +15.4% |
| 1Y | +119.0% | +10.5% | +108.5% | +93.2% |
| 3Y | +1,092.0% | -20.9% | +1,112.9% | +1,198.7% |
| 5Y | +446.1% | -9.3% | +455.4% | +414.8% |
| All | +446.1% | -8.7% | +454.8% | +414.8% |
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