+901.5%
LITE vs CP
+32.0%
+869.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | -2.7% | +1.1% | 0.0% |
| 30D | +6.7% | +0.2% | +6.5% | +6.6% |
| 3M | -6.8% | +2.6% | -9.3% | -8.8% |
| 6M | +29.4% | +6.0% | +23.5% | +23.4% |
| YTD | +139.1% | +24.9% | +114.2% | +104.4% |
| 1Y | +521.0% | +20.1% | +500.9% | +443.5% |
| 3Y | +1,535.3% | +16.4% | +1,518.9% | +1,341.4% |
| All | +901.5% | +32.0% | +869.5% | +703.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling