+1,402.3%
LITE vs CP
+253.8%
+1,148.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | -35.9% | +2.8% | -38.7% | -37.2% |
| 30D | -51.5% | +10.2% | -61.7% | -54.5% |
| 3M | -35.7% | +2.4% | -38.1% | -37.3% |
| 6M | -43.0% | +7.7% | -50.6% | -46.5% |
| YTD | +46.1% | +26.0% | +20.1% | +24.1% |
| 1Y | +124.7% | +34.6% | +90.1% | +83.6% |
| 3Y | +1,172.1% | +26.7% | +1,145.4% | +975.0% |
| 5Y | +477.0% | +24.9% | +452.1% | +383.5% |
| All | +1,402.3% | +253.8% | +1,148.5% | +659.2% |
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