+412.6%
LITE vs CEG
+555.1%
-142.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.5% | -16.2% | -17.5% |
| 7D | -44.6% | -9.4% | -35.1% | -41.7% |
| 30D | -55.0% | -20.2% | -34.8% | -49.6% |
| 3M | -38.3% | -9.5% | -28.8% | -34.7% |
| 6M | -48.8% | -25.0% | -23.8% | -41.5% |
| YTD | +38.3% | -31.9% | +70.1% | +63.7% |
| 1Y | +119.0% | -33.7% | +152.6% | +163.6% |
| 3Y | +1,092.0% | +108.7% | +983.3% | +911.2% |
| All | +412.6% | +555.1% | -142.6% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling