+232.7%
LITE vs CSGP
-53.2%
+286.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.9% | -5.3% |
| 7D | -31.4% | +18.3% | -49.7% | -23.0% |
| 30D | -42.6% | +17.8% | -60.4% | -34.5% |
| 3M | -26.2% | +9.3% | -35.5% | -18.1% |
| 6M | -35.8% | -7.9% | -27.9% | -29.7% |
| YTD | +70.0% | -51.5% | +121.6% | +75.1% |
| 1Y | +232.7% | -53.3% | +286.1% | +245.5% |
| All | +232.7% | -53.2% | +286.0% | +245.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling