+129.4%
LITE vs CFG
+29.0%
+100.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.7% | +9.3% |
| 7D | -12.9% | +0.3% | -13.2% | -12.7% |
| 30D | -46.0% | +3.2% | -49.2% | -46.5% |
| 3M | -33.0% | -9.7% | -23.3% | -29.3% |
| 6M | -34.0% | +3.6% | -37.7% | -36.8% |
| YTD | +61.7% | +14.7% | +47.1% | +36.1% |
| All | +129.4% | +29.0% | +100.4% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling