+2,502.5%
LITE vs CNC
+93.1%
+2,409.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.7% | +14.7% | +11.7% |
| 7D | +12.6% | -1.0% | +13.6% | +12.7% |
| 30D | +9.9% | -1.8% | +11.7% | +10.1% |
| 3M | +9.3% | -0.7% | +10.0% | +9.1% |
| 6M | +75.2% | +47.9% | +27.3% | +61.2% |
| YTD | +165.5% | +56.9% | +108.5% | +139.1% |
| 1Y | +555.0% | +123.9% | +431.1% | +443.7% |
| 3Y | +1,870.5% | -1.3% | +1,871.7% | +1,725.0% |
| 5Y | +1,009.8% | +2.8% | +1,007.1% | +877.2% |
| 10Y | +2,502.5% | +90.9% | +2,411.6% | +1,769.7% |
| All | +2,502.5% | +93.1% | +2,409.4% | +1,769.7% |
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 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