+1,483.7%
LITE vs CTVA
+92.4%
+1,391.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.7% |
| 7D | +3.4% | -1.0% | +4.4% | +3.7% |
| 30D | -34.9% | -8.7% | -26.2% | -33.3% |
| 3M | -21.0% | +6.4% | -27.4% | -24.0% |
| 6M | -38.5% | -1.9% | -36.6% | -40.0% |
| YTD | +75.8% | +21.5% | +54.3% | +55.2% |
| 1Y | +156.7% | +24.3% | +132.4% | +124.5% |
| All | +1,483.7% | +92.4% | +1,391.4% | +1,019.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling