+901.5%
LITE vs CDW
-19.1%
+920.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | -1.5% | +3.2% | -4.7% | -3.4% |
| 30D | +6.7% | +9.3% | -2.6% | +0.6% |
| 3M | -6.8% | +9.8% | -16.5% | -13.9% |
| 6M | +29.4% | +23.3% | +6.1% | +7.1% |
| YTD | +139.1% | +13.7% | +125.4% | +106.9% |
| 1Y | +521.0% | -6.5% | +527.5% | +524.4% |
| 3Y | +1,535.3% | -25.2% | +1,560.5% | +1,766.0% |
| All | +901.5% | -19.1% | +920.7% | +950.2% |
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