+1,426.5%
LITE vs CEG
+137.2%
+1,289.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -5.1% |
| 7D | +22.6% | +17.8% | +4.7% | +12.3% |
| 30D | -36.8% | -4.5% | -32.2% | -34.6% |
| 3M | -33.0% | +1.5% | -34.5% | -32.9% |
| 6M | -37.1% | -3.5% | -33.5% | -35.7% |
| YTD | +69.5% | -19.7% | +89.2% | +88.6% |
| 1Y | +146.1% | -19.8% | +165.9% | +175.9% |
| All | +1,426.5% | +137.2% | +1,289.3% | +1,157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling