+1,670.7%
LITE vs CNP
+142.1%
+1,528.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +10.9% |
| 7D | +3.4% | -0.1% | +3.5% | +3.7% |
| 30D | -34.9% | +5.0% | -39.9% | -36.1% |
| 3M | -21.0% | +2.7% | -23.7% | -21.7% |
| 6M | -38.5% | -1.9% | -36.6% | -38.3% |
| YTD | +75.8% | +8.8% | +67.1% | +69.4% |
| 1Y | +156.7% | +5.6% | +151.0% | +149.8% |
| 3Y | +1,498.6% | +63.2% | +1,435.4% | +1,183.3% |
| 5Y | +610.9% | +73.8% | +537.1% | +447.5% |
| 10Y | +1,670.7% | +144.0% | +1,526.6% | +1,013.5% |
| All | +1,670.7% | +142.1% | +1,528.5% | +1,013.5% |
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