+1,065.3%
LITE vs CRWD
+1,266.3%
-201.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | -13.4% | -22.5% | -32.6% |
| 30D | -51.5% | -18.3% | -33.2% | -47.9% |
| 3M | -35.7% | +4.6% | -40.3% | -37.2% |
| 6M | -43.0% | +85.4% | -128.3% | -53.6% |
| YTD | +46.1% | +85.1% | -39.0% | +16.7% |
| 1Y | +124.7% | +62.9% | +61.8% | +87.5% |
| 3Y | +1,172.1% | +364.5% | +807.6% | +682.3% |
| 5Y | +477.0% | +217.3% | +259.7% | +267.5% |
| All | +1,065.3% | +1,266.3% | -201.0% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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