+3,406.8%
LITE vs CNI
+156.1%
+3,250.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +9.3% |
| 7D | -12.9% | +0.3% | -13.2% | -12.9% |
| 30D | -46.0% | +8.0% | -54.0% | -48.6% |
| 3M | -33.0% | +1.0% | -34.0% | -33.9% |
| 6M | -34.0% | +15.2% | -49.2% | -40.3% |
| YTD | +61.7% | +30.9% | +30.8% | +34.1% |
| 1Y | +148.3% | +36.2% | +112.1% | +100.6% |
| 3Y | +1,408.5% | +22.6% | +1,385.9% | +1,197.0% |
| 5Y | +546.2% | +6.4% | +539.8% | +497.3% |
| 10Y | +1,533.3% | +142.0% | +1,391.3% | +864.3% |
| All | +3,406.8% | +156.1% | +3,250.7% | +1,883.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling