+1,172.1%
LITE vs CP
+26.5%
+1,145.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.5% |
| 7D | -35.9% | +2.8% | -38.7% | -37.1% |
| 30D | -51.5% | +10.2% | -61.7% | -54.5% |
| 3M | -35.7% | +2.4% | -38.1% | -37.1% |
| 6M | -43.0% | +7.7% | -50.6% | -46.6% |
| YTD | +46.1% | +26.0% | +20.1% | +21.8% |
| 1Y | +124.7% | +34.6% | +90.1% | +77.8% |
| 3Y | +1,172.1% | +26.7% | +1,145.4% | +893.1% |
| All | +1,172.1% | +26.5% | +1,145.6% | +893.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling