+441.6%
LITE vs CEG
+583.3%
-141.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +3.7% |
| 7D | -35.9% | -4.7% | -31.2% | -34.1% |
| 30D | -51.5% | -16.6% | -35.0% | -46.8% |
| 3M | -35.7% | -4.1% | -31.6% | -33.7% |
| 6M | -43.0% | -22.3% | -20.6% | -35.9% |
| YTD | +46.1% | -28.9% | +75.1% | +69.7% |
| 1Y | +124.7% | -28.5% | +153.2% | +162.0% |
| 3Y | +1,172.1% | +104.3% | +1,067.8% | +975.4% |
| All | +441.6% | +583.3% | -141.7% | +329.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling