+1,321.8%
LITE vs CP
+259.9%
+1,061.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.7% | -18.0% | -18.3% |
| 7D | -44.6% | +6.1% | -50.7% | -46.6% |
| 30D | -55.0% | +9.8% | -64.8% | -57.7% |
| 3M | -38.3% | +2.7% | -41.1% | -39.9% |
| 6M | -48.8% | +12.8% | -61.5% | -53.2% |
| YTD | +38.3% | +28.2% | +10.1% | +16.5% |
| 1Y | +119.0% | +34.1% | +84.9% | +79.5% |
| 3Y | +1,092.0% | +28.9% | +1,063.1% | +898.6% |
| 5Y | +446.1% | +27.1% | +419.0% | +353.6% |
| All | +1,321.8% | +259.9% | +1,061.9% | +612.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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