+901.5%
LITE vs CSGP
-64.7%
+966.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.4% |
| 7D | -1.5% | -4.1% | +2.5% | -0.9% |
| 30D | +6.7% | +2.3% | +4.3% | +5.3% |
| 3M | -6.8% | -8.2% | +1.4% | -6.3% |
| 6M | +29.4% | -35.1% | +64.5% | +43.8% |
| YTD | +139.1% | -54.0% | +193.1% | +196.0% |
| 1Y | +521.0% | -65.3% | +586.3% | +763.1% |
| 3Y | +1,535.3% | -62.6% | +1,597.8% | +2,062.8% |
| All | +901.5% | -64.7% | +966.2% | +1,085.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling