+1,563.7%
LITE vs CG
+58.1%
+1,505.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +5.0% |
| 7D | -1.5% | -4.3% | +2.8% | +1.2% |
| 30D | +6.7% | -5.1% | +11.7% | +9.0% |
| 3M | -6.8% | +8.7% | -15.4% | -13.6% |
| 6M | +29.4% | -9.2% | +38.7% | +35.3% |
| YTD | +139.1% | -18.9% | +157.9% | +162.1% |
| 1Y | +521.0% | -25.6% | +546.6% | +629.3% |
| All | +1,563.7% | +58.1% | +1,505.6% | +960.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling