+546.2%
LITE vs CG
-16.4%
+562.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.1% | +6.9% |
| 7D | -12.9% | +3.0% | -15.9% | -13.9% |
| 30D | -46.0% | +10.1% | -56.1% | -49.0% |
| 3M | -33.0% | -10.8% | -22.2% | -29.5% |
| 6M | -34.0% | -15.2% | -18.8% | -29.0% |
| YTD | +61.7% | -26.9% | +88.7% | +85.6% |
| 1Y | +148.3% | -17.0% | +165.3% | +164.2% |
| 3Y | +1,408.5% | +54.6% | +1,353.9% | +1,028.5% |
| 5Y | +546.2% | -16.7% | +562.9% | +529.5% |
| All | +546.2% | -16.4% | +562.6% | +529.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling