+119.0%
LITE vs CP
+34.3%
+84.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.7% | -18.0% | -18.8% |
| 7D | -44.6% | +6.1% | -50.7% | -44.1% |
| 30D | -55.0% | +9.8% | -64.8% | -54.7% |
| 3M | -38.3% | +2.7% | -41.1% | -37.3% |
| 6M | -48.8% | +12.8% | -61.5% | -49.1% |
| YTD | +38.3% | +28.2% | +10.1% | +44.7% |
| 1Y | +119.0% | +34.1% | +84.9% | +123.1% |
| All | +119.0% | +34.3% | +84.7% | +123.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling