+2,502.5%
LITE vs CNI
+127.4%
+2,375.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | +12.6% | +2.5% | +10.1% | +10.8% |
| 30D | +9.9% | -2.5% | +12.4% | +11.7% |
| 3M | +9.3% | +2.7% | +6.6% | +6.6% |
| 6M | +75.2% | +16.9% | +58.3% | +55.4% |
| YTD | +165.5% | +26.3% | +139.2% | +123.2% |
| 1Y | +555.0% | +31.1% | +523.9% | +433.8% |
| 3Y | +1,870.5% | +21.1% | +1,849.4% | +1,594.7% |
| 5Y | +1,009.8% | +11.0% | +998.8% | +890.5% |
| 10Y | +2,502.5% | +128.1% | +2,374.4% | +1,263.4% |
| All | +2,502.5% | +127.4% | +2,375.1% | +1,263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling