+2,331.0%
LITE vs CSGP
+45.2%
+2,285.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.9% |
| 7D | -1.5% | -4.1% | +2.5% | -0.1% |
| 30D | +6.7% | +2.3% | +4.3% | +4.0% |
| 3M | -6.8% | -8.2% | +1.4% | -7.2% |
| 6M | +29.4% | -35.1% | +64.5% | +48.5% |
| YTD | +139.1% | -54.0% | +193.1% | +215.1% |
| 1Y | +521.0% | -65.3% | +586.3% | +839.9% |
| 3Y | +1,535.3% | -62.6% | +1,597.8% | +2,230.8% |
| 5Y | +889.8% | -64.8% | +954.7% | +1,296.2% |
| All | +2,331.0% | +45.2% | +2,285.8% | +1,054.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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