+232.7%
LITE vs CGNX
+31.4%
+201.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -8.7% | +0.8% | -2.7% |
| 7D | -31.4% | -9.2% | -22.2% | -27.3% |
| 30D | -42.6% | -17.6% | -25.0% | -35.5% |
| 3M | -26.2% | -25.7% | -0.5% | -12.5% |
| 6M | -35.8% | -5.5% | -30.3% | -30.1% |
| YTD | +70.0% | +48.1% | +21.9% | +43.8% |
| 1Y | +232.7% | +33.5% | +199.2% | +256.8% |
| All | +232.7% | +31.4% | +201.3% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling