+5,083.9%
LITE vs CNI
+147.0%
+4,936.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | -2.1% | +0.6% | -0.3% |
| 30D | +6.7% | -3.3% | +9.9% | +8.7% |
| 3M | -6.8% | +3.8% | -10.6% | -9.5% |
| 6M | +29.4% | +12.7% | +16.8% | +18.9% |
| YTD | +139.1% | +26.3% | +112.8% | +103.9% |
| 1Y | +521.0% | +29.9% | +491.1% | +417.6% |
| 3Y | +1,535.3% | +15.9% | +1,519.3% | +1,364.5% |
| 5Y | +889.8% | +6.9% | +882.9% | +815.6% |
| 10Y | +2,400.7% | +126.8% | +2,273.9% | +1,428.7% |
| All | +5,083.9% | +147.0% | +4,936.8% | +2,915.2% |
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