+1,402.3%
LITE vs CFG
+242.7%
+1,159.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | -35.9% | -0.9% | -35.0% | -35.7% |
| 30D | -51.5% | +1.1% | -52.6% | -51.8% |
| 3M | -35.7% | -12.0% | -23.7% | -32.4% |
| 6M | -43.0% | -2.2% | -40.7% | -43.0% |
| YTD | +46.1% | +11.4% | +34.7% | +38.2% |
| 1Y | +124.7% | +27.8% | +96.9% | +101.1% |
| 3Y | +1,172.1% | +173.3% | +998.8% | +763.1% |
| 5Y | +477.0% | +62.4% | +414.6% | +355.0% |
| All | +1,402.3% | +242.7% | +1,159.6% | +993.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling