+2,898.2%
LITE vs CG
+154.6%
+2,743.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.5% | -12.1% | -15.5% |
| 7D | -44.6% | -1.5% | -43.1% | -44.1% |
| 30D | -55.0% | +2.8% | -57.8% | -55.8% |
| 3M | -38.3% | -19.2% | -19.1% | -32.4% |
| 6M | -48.8% | -21.0% | -27.8% | -43.6% |
| YTD | +38.3% | -31.0% | +69.3% | +59.8% |
| 1Y | +119.0% | -21.1% | +140.1% | +137.4% |
| 3Y | +1,092.0% | +48.8% | +1,043.2% | +866.9% |
| 5Y | +446.1% | -21.5% | +467.6% | +463.4% |
| 10Y | +1,381.7% | +298.1% | +1,083.6% | +762.2% |
| All | +2,898.2% | +154.6% | +2,743.6% | +1,482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling