+546.2%
LITE vs CNI
+6.5%
+539.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +9.4% |
| 7D | -12.9% | +0.3% | -13.2% | -12.9% |
| 30D | -46.0% | +8.0% | -54.0% | -48.4% |
| 3M | -33.0% | +1.0% | -34.0% | -33.7% |
| 6M | -34.0% | +15.2% | -49.2% | -40.2% |
| YTD | +61.7% | +30.9% | +30.8% | +33.5% |
| 1Y | +148.3% | +36.2% | +112.1% | +99.2% |
| 3Y | +1,408.5% | +22.6% | +1,385.9% | +1,193.1% |
| 5Y | +546.2% | +6.4% | +539.8% | +483.7% |
| All | +546.2% | +6.5% | +539.6% | +483.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling