+1,568.0%
LITE vs CNC
+173.4%
+1,394.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | +22.6% | -5.3% | +27.8% | +23.5% |
| 30D | -36.8% | +2.0% | -38.8% | -37.2% |
| 3M | -33.0% | +4.8% | -37.8% | -34.1% |
| 6M | -37.1% | +18.5% | -55.5% | -39.5% |
| YTD | +69.5% | +70.8% | -1.3% | +48.9% |
| 1Y | +146.1% | +94.1% | +52.0% | +110.5% |
| 3Y | +1,440.8% | -2.2% | +1,443.1% | +1,344.5% |
| 5Y | +580.4% | -7.4% | +587.8% | +529.9% |
| All | +1,568.0% | +173.4% | +1,394.5% | +819.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling