+901.5%
LITE vs CNP
+73.1%
+828.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +6.7% | -1.8% | +8.5% | +7.2% |
| 3M | -6.8% | -4.6% | -2.1% | -6.2% |
| 6M | +29.4% | -8.8% | +38.3% | +32.0% |
| YTD | +139.1% | +5.2% | +133.9% | +134.2% |
| 1Y | +521.0% | +8.3% | +512.7% | +500.9% |
| 3Y | +1,535.3% | +54.9% | +1,480.4% | +1,280.4% |
| All | +901.5% | +73.1% | +828.4% | +720.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling