+232.7%
LITE vs CNC
+122.0%
+110.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +12.6% | -20.5% | -5.7% |
| 7D | -31.4% | +13.4% | -44.8% | -29.7% |
| 30D | -42.6% | +18.2% | -60.8% | -40.8% |
| 3M | -26.2% | +18.6% | -44.9% | -23.9% |
| 6M | -35.8% | +41.9% | -77.7% | -31.6% |
| YTD | +70.0% | +84.7% | -14.7% | +81.0% |
| 1Y | +232.7% | +110.5% | +122.2% | +235.7% |
| All | +232.7% | +122.0% | +110.7% | +235.7% |
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