+1,166.9%
LITE vs CRWD
+1,322.1%
-155.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | -13.9% | -7.7% | -6.2% | -11.2% |
| 30D | -46.9% | -17.9% | -29.0% | -43.1% |
| 3M | -28.0% | +0.3% | -28.3% | -28.6% |
| 6M | -35.2% | +71.1% | -106.3% | -45.8% |
| YTD | +58.9% | +92.6% | -33.8% | +25.4% |
| 1Y | +125.3% | +62.0% | +63.3% | +88.6% |
| 3Y | +1,344.4% | +360.0% | +984.4% | +789.4% |
| 5Y | +541.2% | +220.7% | +320.4% | +306.7% |
| All | +1,166.9% | +1,322.1% | -155.2% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling