+1,112.8%
LITE vs CTVA
+191.8%
+920.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +6.1% |
| 7D | -35.9% | +2.2% | -38.2% | -36.6% |
| 30D | -51.5% | -17.6% | -33.9% | -48.0% |
| 3M | -35.7% | +3.4% | -39.1% | -38.0% |
| 6M | -43.0% | -2.6% | -40.4% | -44.3% |
| YTD | +46.1% | +19.1% | +27.0% | +29.8% |
| 1Y | +124.7% | +26.8% | +97.9% | +94.3% |
| 3Y | +1,172.1% | +63.9% | +1,108.2% | +856.7% |
| 5Y | +477.0% | +75.7% | +401.3% | +309.2% |
| All | +1,112.8% | +191.8% | +920.9% | +515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling