+1,321.8%
LITE vs CSGP
+71.3%
+1,250.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.6% | -17.0% | -18.2% |
| 7D | -44.6% | +13.9% | -58.5% | -47.1% |
| 30D | -55.0% | +16.0% | -71.0% | -58.3% |
| 3M | -38.3% | +6.1% | -44.4% | -42.2% |
| 6M | -48.8% | -8.2% | -40.6% | -50.4% |
| YTD | +38.3% | -52.3% | +90.6% | +74.5% |
| 1Y | +119.0% | -54.5% | +173.5% | +181.4% |
| 3Y | +1,092.0% | -58.6% | +1,150.6% | +1,473.7% |
| 5Y | +446.1% | -61.5% | +507.6% | +620.6% |
| All | +1,321.8% | +71.3% | +1,250.4% | +494.5% |
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