+1,493.1%
LITE vs CVS
+63.8%
+1,429.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | +10.8% | +6.6% | +4.2% | +8.9% |
| 30D | -33.4% | -0.4% | -33.0% | -33.5% |
| 3M | -32.2% | -5.3% | -27.0% | -31.7% |
| 6M | -42.1% | -7.7% | -34.4% | -41.4% |
| YTD | +61.9% | +16.0% | +45.8% | +51.7% |
| 1Y | +163.0% | +16.2% | +146.8% | +146.8% |
| 3Y | +1,358.0% | +47.6% | +1,310.5% | +1,139.3% |
| 5Y | +549.9% | +12.3% | +537.6% | +500.6% |
| All | +1,493.1% | +63.8% | +1,429.3% | +1,230.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling