+2,331.0%
LITE vs CB
+218.6%
+2,112.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.5% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +6.7% | -3.1% | +9.8% | +7.4% |
| 3M | -6.8% | +9.0% | -15.7% | -10.4% |
| 6M | +29.4% | +2.9% | +26.6% | +26.4% |
| YTD | +139.1% | +10.1% | +129.0% | +127.9% |
| 1Y | +521.0% | +22.8% | +498.2% | +466.4% |
| 3Y | +1,535.3% | +73.8% | +1,461.5% | +1,160.7% |
| 5Y | +889.8% | +99.2% | +790.7% | +607.5% |
| All | +2,331.0% | +218.6% | +2,112.4% | +1,255.2% |
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