+5,083.9%
LITE vs CVS
+20.4%
+5,063.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | -1.5% | +4.0% | -5.5% | -2.6% |
| 30D | +6.7% | -2.4% | +9.1% | +7.1% |
| 3M | -6.8% | +2.7% | -9.4% | -7.6% |
| 6M | +29.4% | +21.9% | +7.6% | +22.1% |
| YTD | +139.1% | +24.7% | +114.3% | +122.4% |
| 1Y | +521.0% | +35.4% | +485.5% | +466.0% |
| 3Y | +1,535.3% | +65.2% | +1,470.1% | +1,276.6% |
| 5Y | +889.8% | +30.5% | +859.3% | +786.0% |
| 10Y | +2,400.7% | +40.4% | +2,360.4% | +1,872.4% |
| All | +5,083.9% | +20.4% | +5,063.5% | +4,544.2% |
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