+3,068.2%
LITE vs CVS
+5.1%
+3,063.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.9% |
| 7D | -35.9% | -7.1% | -28.8% | -34.8% |
| 30D | -51.5% | -4.0% | -47.5% | -51.2% |
| 3M | -35.7% | -12.2% | -23.5% | -34.1% |
| 6M | -43.0% | -2.2% | -40.8% | -43.3% |
| YTD | +46.1% | +8.9% | +37.2% | +39.8% |
| 1Y | +124.7% | +9.9% | +114.8% | +114.8% |
| 3Y | +1,172.1% | +32.1% | +1,140.0% | +1,031.7% |
| 5Y | +477.0% | +5.7% | +471.3% | +444.3% |
| 10Y | +1,465.7% | +39.0% | +1,426.7% | +1,161.9% |
| All | +3,068.2% | +5.1% | +3,063.1% | +2,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling