+3,406.8%
LITE vs CNC
+90.4%
+3,316.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.7% | +12.4% | +10.9% |
| 7D | -12.9% | +3.0% | -15.9% | -13.6% |
| 30D | -46.0% | +4.9% | -50.8% | -46.6% |
| 3M | -33.0% | +4.2% | -37.2% | -34.0% |
| 6M | -34.0% | +22.5% | -56.5% | -36.9% |
| YTD | +61.7% | +66.6% | -4.8% | +43.8% |
| 1Y | +148.3% | +82.5% | +65.8% | +116.4% |
| 3Y | +1,408.5% | -4.1% | +1,412.6% | +1,320.2% |
| 5Y | +546.2% | -8.3% | +554.5% | +501.6% |
| 10Y | +1,533.3% | +153.6% | +1,379.7% | +1,082.0% |
| All | +3,406.8% | +90.4% | +3,316.4% | +2,855.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling