+2,331.0%
LITE vs CG
+359.8%
+1,971.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.9% |
| 7D | -1.5% | -4.3% | +2.8% | +0.8% |
| 30D | +6.7% | -5.1% | +11.7% | +8.6% |
| 3M | -6.8% | +8.7% | -15.4% | -12.2% |
| 6M | +29.4% | -9.2% | +38.7% | +34.2% |
| YTD | +139.1% | -18.9% | +157.9% | +157.9% |
| 1Y | +521.0% | -25.6% | +546.6% | +605.7% |
| 3Y | +1,535.3% | +57.3% | +1,478.0% | +1,151.0% |
| 5Y | +889.8% | +10.2% | +879.7% | +762.7% |
| All | +2,331.0% | +359.8% | +1,971.3% | +1,076.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling