+124.7%
LITE vs CP
+32.2%
+92.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.4% |
| 7D | -35.9% | +2.8% | -38.7% | -35.6% |
| 30D | -51.5% | +10.2% | -61.7% | -51.4% |
| 3M | -35.7% | +2.4% | -38.1% | -34.9% |
| 6M | -43.0% | +7.7% | -50.6% | -42.9% |
| YTD | +46.1% | +26.0% | +20.1% | +52.2% |
| 1Y | +124.7% | +34.6% | +90.1% | +121.7% |
| All | +124.7% | +32.2% | +92.5% | +121.7% |
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