+580.4%
LITE vs CRWD
+223.8%
+356.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +22.6% | +5.8% | +16.7% | +20.2% |
| 30D | -36.8% | -12.0% | -24.8% | -33.1% |
| 3M | -33.0% | +3.6% | -36.7% | -34.3% |
| 6M | -37.1% | +68.3% | -105.4% | -48.8% |
| YTD | +69.5% | +96.2% | -26.7% | +26.9% |
| 1Y | +146.1% | +68.4% | +77.7% | +96.6% |
| 3Y | +1,440.8% | +368.4% | +1,072.4% | +754.0% |
| 5Y | +580.4% | +223.4% | +357.0% | +280.1% |
| All | +580.4% | +223.8% | +356.6% | +280.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling