+1,905.7%
LITE vs CRWD
+1,202.3%
+703.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +5.2% | -3.0% | +8.2% | +6.1% |
| 30D | -0.6% | -6.8% | +6.2% | +0.5% |
| 3M | +4.2% | +19.6% | -15.4% | -2.6% |
| 6M | +38.0% | +87.1% | -49.1% | +10.9% |
| YTD | +151.5% | +76.4% | +75.1% | +103.2% |
| 1Y | +462.2% | +90.8% | +371.4% | +344.9% |
| 3Y | +1,810.6% | +380.0% | +1,430.6% | +1,064.0% |
| 5Y | +980.2% | +215.6% | +764.6% | +586.8% |
| All | +1,905.7% | +1,202.3% | +703.4% | +729.3% |
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