+232.7%
LITE vs CG
-14.1%
+246.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.5% | -12.4% | -8.6% |
| 7D | -31.4% | +9.4% | -40.9% | -32.7% |
| 30D | -42.6% | +8.7% | -51.3% | -43.5% |
| 3M | -26.2% | -15.0% | -11.2% | -22.8% |
| 6M | -35.8% | -13.2% | -22.6% | -33.4% |
| YTD | +70.0% | -26.2% | +96.2% | +72.2% |
| 1Y | +232.7% | -14.1% | +246.8% | +165.1% |
| All | +232.7% | -14.1% | +246.8% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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