+786.2%
LITE vs CEG
+717.3%
+68.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +1.9% |
| 7D | -1.5% | +8.0% | -9.6% | -4.9% |
| 30D | +6.7% | +12.9% | -6.3% | +1.2% |
| 3M | -6.8% | +13.2% | -19.9% | -11.4% |
| 6M | +29.4% | -7.0% | +36.4% | +32.6% |
| YTD | +139.1% | -15.0% | +154.1% | +153.7% |
| 1Y | +521.0% | -2.7% | +523.7% | +528.1% |
| 3Y | +1,535.3% | +184.1% | +1,351.2% | +1,117.7% |
| All | +786.2% | +717.3% | +68.9% | +541.9% |
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