+2,331.0%
LITE vs CNP
+137.5%
+2,193.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | +6.7% | -1.8% | +8.5% | +7.5% |
| 3M | -6.8% | -4.6% | -2.1% | -5.6% |
| 6M | +29.4% | -8.8% | +38.3% | +33.3% |
| YTD | +139.1% | +5.2% | +133.9% | +133.0% |
| 1Y | +521.0% | +8.3% | +512.7% | +495.7% |
| 3Y | +1,535.3% | +54.9% | +1,480.4% | +1,237.7% |
| 5Y | +889.8% | +73.5% | +816.3% | +660.8% |
| All | +2,331.0% | +137.5% | +2,193.5% | +1,352.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling