+2,898.2%
LITE vs CNP
+212.8%
+2,685.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.6% | -16.1% | -17.7% |
| 7D | -44.6% | -5.3% | -39.3% | -43.3% |
| 30D | -55.0% | +3.7% | -58.7% | -55.7% |
| 3M | -38.3% | -1.1% | -37.2% | -37.9% |
| 6M | -48.8% | -7.1% | -41.6% | -47.4% |
| YTD | +38.3% | +6.0% | +32.3% | +34.5% |
| 1Y | +119.0% | +5.2% | +113.8% | +113.4% |
| 3Y | +1,092.0% | +57.5% | +1,034.5% | +870.0% |
| 5Y | +446.1% | +70.0% | +376.0% | +324.0% |
| 10Y | +1,381.7% | +137.8% | +1,243.9% | +783.1% |
| All | +2,898.2% | +212.8% | +2,685.4% | +1,386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling