+3,344.5%
LITE vs CNC
+95.0%
+3,249.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.1% |
| 7D | -13.9% | +4.0% | -17.9% | -14.7% |
| 30D | -46.9% | +7.4% | -54.3% | -47.7% |
| 3M | -28.0% | +5.4% | -33.5% | -29.2% |
| 6M | -35.2% | +25.4% | -60.6% | -38.3% |
| YTD | +58.9% | +70.6% | -11.7% | +40.8% |
| 1Y | +125.3% | +104.9% | +20.4% | +92.6% |
| 3Y | +1,344.4% | -2.3% | +1,346.8% | +1,257.1% |
| 5Y | +541.2% | -6.5% | +547.6% | +495.5% |
| 10Y | +1,587.5% | +153.3% | +1,434.3% | +1,120.8% |
| All | +3,344.5% | +95.0% | +3,249.6% | +2,792.2% |
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