+3,068.2%
LITE vs CNC
+93.7%
+2,974.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.6% | +6.6% |
| 7D | -35.9% | +1.9% | -37.8% | -36.2% |
| 30D | -51.5% | +7.3% | -58.8% | -52.2% |
| 3M | -35.7% | +8.6% | -44.4% | -37.1% |
| 6M | -43.0% | +26.0% | -69.0% | -45.7% |
| YTD | +46.1% | +69.5% | -23.4% | +29.6% |
| 1Y | +124.7% | +88.0% | +36.7% | +94.9% |
| 3Y | +1,172.1% | -2.9% | +1,175.0% | +1,095.9% |
| 5Y | +477.0% | -6.0% | +483.0% | +434.6% |
| 10Y | +1,465.7% | +126.4% | +1,339.3% | +1,044.7% |
| All | +3,068.2% | +93.7% | +2,974.5% | +2,563.7% |
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