+990.3%
LITE vs CGNX
-27.6%
+1,017.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +10.4% | +1.5% | +8.9% | +9.6% |
| 30D | +14.0% | -1.8% | +15.8% | +15.3% |
| 3M | +9.7% | +5.3% | +4.4% | +8.5% |
| 6M | +39.2% | +22.3% | +16.9% | +28.3% |
| YTD | +153.9% | +72.2% | +81.7% | +89.7% |
| 1Y | +467.5% | +39.8% | +427.7% | +372.2% |
| 3Y | +1,784.2% | +44.8% | +1,739.4% | +1,357.9% |
| 5Y | +990.3% | -27.0% | +1,017.3% | +827.8% |
| All | +990.3% | -27.6% | +1,017.9% | +827.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling