+3,586.8%
LITE vs CDW
+465.2%
+3,121.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +12.7% | -20.5% | -15.0% |
| 7D | -31.4% | +3.7% | -35.2% | -33.4% |
| 30D | -42.6% | +26.0% | -68.6% | -50.5% |
| 3M | -26.2% | +10.1% | -36.3% | -32.7% |
| 6M | -35.8% | +26.1% | -61.9% | -48.6% |
| YTD | +70.0% | +25.9% | +44.2% | +34.1% |
| 1Y | +232.7% | +21.5% | +211.2% | +170.4% |
| 3Y | +1,365.7% | -15.7% | +1,381.5% | +1,407.2% |
| 5Y | +609.5% | -2.3% | +611.8% | +550.8% |
| 10Y | +1,721.9% | +337.4% | +1,384.5% | +607.0% |
| All | +3,586.8% | +465.2% | +3,121.6% | +1,082.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling