+232.7%
LITE vs CB
+34.9%
+197.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -9.9% | -4.8% |
| 7D | -31.4% | +5.3% | -36.7% | -25.7% |
| 30D | -42.6% | +13.2% | -55.8% | -30.9% |
| 3M | -26.2% | +7.8% | -34.0% | -15.9% |
| 6M | -35.8% | +15.8% | -51.6% | -19.7% |
| YTD | +70.0% | +21.0% | +49.1% | +137.6% |
| 1Y | +232.7% | +32.2% | +200.6% | +606.9% |
| All | +232.7% | +34.9% | +197.9% | +606.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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