+1,402.3%
LITE vs CB
+248.0%
+1,154.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.1% |
| 7D | -35.9% | +0.2% | -36.2% | -36.0% |
| 30D | -51.5% | +9.1% | -60.6% | -52.8% |
| 3M | -35.7% | +3.4% | -39.1% | -36.7% |
| 6M | -43.0% | +14.1% | -57.1% | -46.0% |
| YTD | +46.1% | +18.0% | +28.1% | +36.2% |
| 1Y | +124.7% | +30.1% | +94.6% | +102.1% |
| 3Y | +1,172.1% | +71.8% | +1,100.3% | +895.0% |
| 5Y | +477.0% | +101.8% | +375.2% | +314.1% |
| All | +1,402.3% | +248.0% | +1,154.4% | +753.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling