+1,321.8%
LITE vs CB
+254.3%
+1,067.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.7% | -18.0% | -18.5% |
| 7D | -44.6% | +2.6% | -47.2% | -45.0% |
| 30D | -55.0% | +11.2% | -66.2% | -56.4% |
| 3M | -38.3% | +5.7% | -44.0% | -39.5% |
| 6M | -48.8% | +15.9% | -64.7% | -51.6% |
| YTD | +38.3% | +20.2% | +18.1% | +28.4% |
| 1Y | +119.0% | +32.4% | +86.6% | +96.2% |
| 3Y | +1,092.0% | +75.5% | +1,016.5% | +827.2% |
| 5Y | +446.1% | +105.5% | +340.6% | +290.3% |
| All | +1,321.8% | +254.3% | +1,067.5% | +704.9% |
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