+521.0%
LITE vs CVS
+35.9%
+485.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | -1.5% | +4.0% | -5.5% | -2.2% |
| 30D | +6.7% | -2.4% | +9.1% | +7.1% |
| 3M | -6.8% | +2.7% | -9.4% | -7.2% |
| 6M | +29.4% | +21.9% | +7.6% | +22.8% |
| YTD | +139.1% | +24.7% | +114.3% | +113.8% |
| 1Y | +521.0% | +35.4% | +485.5% | +445.2% |
| All | +521.0% | +35.9% | +485.1% | +445.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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