+5,083.9%
LITE vs CGNX
+193.5%
+4,890.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +2.7% |
| 7D | -1.5% | +3.0% | -4.5% | -3.0% |
| 30D | +6.7% | -11.8% | +18.5% | +14.0% |
| 3M | -6.8% | -3.6% | -3.1% | -3.7% |
| 6M | +29.4% | +17.4% | +12.0% | +21.5% |
| YTD | +139.1% | +73.7% | +65.3% | +75.2% |
| 1Y | +521.0% | +41.5% | +479.5% | +406.2% |
| 3Y | +1,535.3% | +34.1% | +1,501.2% | +1,223.0% |
| 5Y | +889.8% | -27.3% | +917.1% | +928.0% |
| 10Y | +2,400.7% | +166.6% | +2,234.1% | +1,381.0% |
| All | +5,083.9% | +193.5% | +4,890.4% | +3,010.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling