+5,717.5%
LITE vs CNQ
+607.4%
+5,110.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +13.6% | -0.9% | +14.5% | +13.9% |
| 30D | +21.6% | +8.7% | +12.9% | +19.2% |
| 3M | +20.3% | +15.8% | +4.5% | +15.8% |
| 6M | +54.4% | +13.3% | +41.1% | +48.9% |
| YTD | +168.3% | +54.7% | +113.6% | +139.2% |
| 1Y | +551.8% | +69.5% | +482.3% | +468.1% |
| 3Y | +1,891.5% | +77.3% | +1,814.2% | +1,606.1% |
| 5Y | +1,014.7% | +290.3% | +724.4% | +694.7% |
| 10Y | +2,614.7% | +429.3% | +2,185.5% | +1,563.5% |
| All | +5,717.5% | +607.4% | +5,110.2% | +2,922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling