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  • LITE vs CGNX✓SelectedUSD · CGNXLITE vs CGNX performance historyLatest closeAs of+11.04%09/08
Stock and ETF performance explorer

LITE vs CGNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,656.1%
CGNX return
+193.4%
Excess return
+5,462.7%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCGNXExcessAlpha
1D+11.0%0.0%+11.1%+11.1%
7D+12.6%+3.6%+9.0%+10.5%
30D+9.9%-6.8%+16.8%+14.3%
3M+9.3%-0.1%+9.4%+10.7%
6M+75.2%+26.2%+49.0%+58.2%
YTD+165.5%+73.7%+91.8%+94.5%
1Y+555.0%+40.4%+514.6%+436.0%
3Y+1,870.5%+46.1%+1,824.4%+1,427.9%
5Y+1,009.8%-25.6%+1,035.5%+1,039.0%
10Y+2,502.5%+171.3%+2,331.2%+1,436.8%
All+5,656.1%+193.4%+5,462.7%+3,354.0%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling