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  • LITE vs CG✓SelectedUSD · CGLITE vs CG performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
CG return
+199.3%
Excess return
+4,884.6%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+4.0%-1.6%+5.6%+4.8%
7D-1.5%-4.3%+2.8%+0.6%
30D+6.7%-5.1%+11.7%+8.5%
3M-6.8%+8.7%-15.4%-11.8%
6M+29.4%-9.2%+38.7%+33.9%
YTD+139.1%-18.9%+157.9%+156.6%
1Y+521.0%-25.6%+546.6%+599.4%
3Y+1,535.3%+57.3%+1,478.0%+1,191.1%
5Y+889.8%+10.2%+879.7%+778.4%
10Y+2,400.7%+364.2%+2,036.5%+1,254.2%
All+5,083.9%+199.3%+4,884.6%+2,441.4%

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