+1,402.3%
LITE vs CG
+290.3%
+1,112.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +6.0% |
| 7D | -35.9% | -1.2% | -34.7% | -35.5% |
| 30D | -51.5% | +5.0% | -56.6% | -53.0% |
| 3M | -35.7% | -18.2% | -17.5% | -29.6% |
| 6M | -43.0% | -20.7% | -22.2% | -36.9% |
| YTD | +46.1% | -31.4% | +77.5% | +71.2% |
| 1Y | +124.7% | -22.3% | +147.0% | +146.7% |
| 3Y | +1,172.1% | +50.2% | +1,121.9% | +896.7% |
| 5Y | +477.0% | -22.1% | +499.1% | +498.0% |
| All | +1,402.3% | +290.3% | +1,112.0% | +760.6% |
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