+555.0%
LITE vs CNC
+122.5%
+432.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.7% | +14.7% | +10.9% |
| 7D | +12.6% | -1.0% | +13.6% | +12.5% |
| 30D | +9.9% | -1.8% | +11.7% | +9.8% |
| 3M | +9.3% | -0.7% | +10.0% | +9.3% |
| 6M | +75.2% | +47.9% | +27.3% | +79.5% |
| YTD | +165.5% | +56.9% | +108.5% | +171.2% |
| 1Y | +555.0% | +123.9% | +431.1% | +600.1% |
| All | +555.0% | +122.5% | +432.4% | +600.1% |
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