+1,884.4%
LITE vs CTVA
+223.3%
+1,661.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.4% |
| 7D | -1.5% | +4.9% | -6.5% | -3.7% |
| 30D | +6.7% | +11.9% | -5.3% | +1.2% |
| 3M | -6.8% | +13.7% | -20.4% | -13.6% |
| 6M | +29.4% | +13.1% | +16.3% | +20.4% |
| YTD | +139.1% | +32.0% | +107.1% | +106.8% |
| 1Y | +521.0% | +22.1% | +498.9% | +452.3% |
| 3Y | +1,535.3% | +77.5% | +1,457.8% | +1,109.1% |
| 5Y | +889.8% | +106.3% | +783.6% | +563.6% |
| All | +1,884.4% | +223.3% | +1,661.1% | +880.1% |
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