+232.7%
LITE vs CEG
-33.0%
+265.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.7% | -1.1% | -3.1% |
| 7D | -31.4% | -4.8% | -26.6% | -28.7% |
| 30D | -42.6% | -8.2% | -34.4% | -38.4% |
| 3M | -26.2% | -7.9% | -18.3% | -20.8% |
| 6M | -35.8% | -23.2% | -12.6% | -23.1% |
| YTD | +70.0% | -30.1% | +100.2% | +133.9% |
| 1Y | +232.7% | -31.9% | +264.6% | +376.6% |
| All | +232.7% | -33.0% | +265.7% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling