+901.5%
LITE vs CNC
+4.6%
+897.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.0% |
| 7D | -1.5% | +3.5% | -5.1% | -1.6% |
| 30D | +6.7% | +0.1% | +6.6% | +6.6% |
| 3M | -6.8% | +6.9% | -13.7% | -6.8% |
| 6M | +29.4% | +49.0% | -19.6% | +29.3% |
| YTD | +139.1% | +62.9% | +76.2% | +138.3% |
| 1Y | +521.0% | +134.0% | +387.0% | +514.4% |
| 3Y | +1,535.3% | +9.4% | +1,525.9% | +1,488.7% |
| All | +901.5% | +4.6% | +897.0% | +876.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling