+1,533.3%
LITE vs CVS
+56.7%
+1,476.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +10.3% |
| 7D | -12.9% | -3.7% | -9.2% | -12.1% |
| 30D | -46.0% | -0.3% | -45.6% | -46.1% |
| 3M | -33.0% | -10.3% | -22.7% | -31.5% |
| 6M | -34.0% | -4.6% | -29.4% | -33.9% |
| YTD | +61.7% | +10.7% | +51.0% | +53.6% |
| 1Y | +148.3% | +11.2% | +137.0% | +135.8% |
| 3Y | +1,408.5% | +43.0% | +1,365.5% | +1,193.6% |
| 5Y | +546.2% | +8.6% | +537.5% | +502.3% |
| 10Y | +1,533.3% | +52.0% | +1,481.4% | +1,270.1% |
| All | +1,533.3% | +56.7% | +1,476.6% | +1,270.1% |
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