+119.0%
LITE vs CSGP
-53.9%
+172.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.6% | -17.0% | -19.7% |
| 7D | -44.6% | +13.9% | -58.5% | -39.2% |
| 30D | -55.0% | +16.0% | -71.0% | -49.2% |
| 3M | -38.3% | +6.1% | -44.4% | -32.7% |
| 6M | -48.8% | -8.2% | -40.6% | -44.5% |
| YTD | +38.3% | -52.3% | +90.6% | +35.4% |
| 1Y | +119.0% | -54.5% | +173.5% | +112.6% |
| All | +119.0% | -53.9% | +172.8% | +112.6% |
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 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