+490.8%
LITE vs CG
-22.2%
+513.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -53.1% |
| 3M | -35.7% | -18.2% | -17.5% | -29.1% |
| 6M | -43.0% | -20.7% | -22.2% | -36.3% |
| YTD | +46.1% | -31.4% | +77.5% | +73.7% |
| 1Y | +124.7% | -22.3% | +147.0% | +147.8% |
| 3Y | +1,172.1% | +50.2% | +1,121.9% | +868.1% |
| All | +490.8% | -22.2% | +513.0% | +493.9% |
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