+521.0%
LITE vs CNP
+7.2%
+513.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +3.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.4% |
| 30D | +6.7% | -1.8% | +8.5% | +6.3% |
| 3M | -6.8% | -4.6% | -2.1% | -8.3% |
| 6M | +29.4% | -8.8% | +38.3% | +26.5% |
| YTD | +139.1% | +5.2% | +133.9% | +152.6% |
| 1Y | +521.0% | +8.3% | +512.7% | +591.3% |
| All | +521.0% | +7.2% | +513.7% | +591.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling