+129.4%
LITE vs CTVA
+26.7%
+102.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.8% |
| 7D | -12.9% | +1.6% | -14.5% | -12.7% |
| 30D | -46.0% | -8.5% | -37.4% | -45.6% |
| 3M | -33.0% | +5.3% | -38.3% | -33.3% |
| 6M | -34.0% | -0.1% | -34.0% | -36.5% |
| YTD | +61.7% | +21.2% | +40.5% | +39.4% |
| All | +129.4% | +26.7% | +102.7% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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