+2,898.2%
LITE vs CFG
+254.1%
+2,644.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.5% | -17.4% |
| 7D | -44.6% | -2.2% | -42.4% | -44.0% |
| 30D | -55.0% | +0.4% | -55.4% | -55.1% |
| 3M | -38.3% | -12.6% | -25.7% | -35.0% |
| 6M | -48.8% | +0.6% | -49.4% | -49.4% |
| YTD | +38.3% | +12.4% | +25.8% | +30.5% |
| 1Y | +119.0% | +27.7% | +91.3% | +96.7% |
| 3Y | +1,092.0% | +172.4% | +919.6% | +717.4% |
| 5Y | +446.1% | +64.0% | +382.1% | +332.3% |
| 10Y | +1,381.7% | +252.8% | +1,128.9% | +747.4% |
| All | +2,898.2% | +254.1% | +2,644.1% | +1,524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling