+1,358.0%
LITE vs CNC
-1.0%
+1,359.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.4% |
| 7D | +10.8% | +2.2% | +8.6% | +11.0% |
| 30D | -33.4% | +1.6% | -35.0% | -33.2% |
| 3M | -32.2% | +7.9% | -40.2% | -31.5% |
| 6M | -42.1% | +21.2% | -63.3% | -41.0% |
| YTD | +61.9% | +73.2% | -11.3% | +69.1% |
| 1Y | +163.0% | +97.5% | +65.5% | +175.5% |
| 3Y | +1,358.0% | -1.2% | +1,359.2% | +1,376.8% |
| All | +1,358.0% | -1.0% | +1,359.0% | +1,376.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling