+146.1%
LITE vs CNC
+99.5%
+46.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.7% |
| 7D | +22.6% | -5.3% | +27.8% | +21.7% |
| 30D | -36.8% | +2.0% | -38.8% | -36.2% |
| 3M | -33.0% | +4.8% | -37.8% | -32.0% |
| 6M | -37.1% | +18.5% | -55.5% | -35.1% |
| YTD | +69.5% | +70.8% | -1.3% | +69.4% |
| 1Y | +146.1% | +94.1% | +52.0% | +117.0% |
| All | +146.1% | +99.5% | +46.6% | +117.0% |
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