+580.4%
LITE vs CTVA
+34.5%
+546.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -24.3% | +20.7% | +3.4% |
| 7D | +22.6% | -23.7% | +46.2% | +31.1% |
| 30D | -36.8% | -31.2% | -5.6% | -30.3% |
| 3M | -33.0% | -18.7% | -14.3% | -31.3% |
| 6M | -37.1% | -25.5% | -11.5% | -34.3% |
| YTD | +69.5% | -8.0% | +77.5% | +61.2% |
| 1Y | +146.1% | -7.0% | +153.1% | +133.2% |
| 3Y | +1,440.8% | +45.2% | +1,395.6% | +1,082.0% |
| 5Y | +580.4% | +32.3% | +548.2% | +430.8% |
| All | +580.4% | +34.5% | +546.0% | +430.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling