+609.5%
LITE vs CSGP
-61.6%
+671.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.9% | -8.2% |
| 7D | -31.4% | +18.3% | -49.7% | -32.6% |
| 30D | -42.6% | +17.8% | -60.4% | -44.3% |
| 3M | -26.2% | +9.3% | -35.5% | -28.5% |
| 6M | -35.8% | -7.9% | -27.9% | -35.6% |
| YTD | +70.0% | -51.5% | +121.6% | +108.5% |
| 1Y | +232.7% | -53.3% | +286.1% | +312.9% |
| 3Y | +1,365.7% | -57.9% | +1,423.6% | +1,776.2% |
| 5Y | +609.5% | -61.3% | +670.8% | +810.1% |
| All | +609.5% | -61.6% | +671.0% | +810.1% |
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