+521.0%
LITE vs CNC
+129.2%
+391.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.0% |
| 7D | -1.5% | +3.5% | -5.1% | -1.4% |
| 30D | +6.7% | +0.1% | +6.6% | +6.6% |
| 3M | -6.8% | +6.9% | -13.7% | -6.3% |
| 6M | +29.4% | +49.0% | -19.6% | +32.3% |
| YTD | +139.1% | +62.9% | +76.2% | +144.3% |
| 1Y | +521.0% | +134.0% | +387.0% | +570.5% |
| All | +521.0% | +129.2% | +391.8% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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