+968.5%
LITE vs CNQ
+280.7%
+687.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | +10.4% | -0.7% | +11.1% | +10.7% |
| 30D | +14.0% | +6.7% | +7.3% | +11.7% |
| 3M | +9.7% | +12.8% | -3.1% | +5.2% |
| 6M | +39.2% | +13.3% | +25.9% | +32.8% |
| YTD | +153.9% | +53.1% | +100.8% | +117.6% |
| 1Y | +467.5% | +66.1% | +401.4% | +372.1% |
| 3Y | +1,784.2% | +75.4% | +1,708.8% | +1,415.1% |
| All | +968.5% | +280.7% | +687.8% | +658.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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