+1,563.7%
LITE vs CB
+74.5%
+1,489.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.2% |
| 7D | -1.5% | +0.5% | -2.0% | -1.3% |
| 30D | +6.7% | -3.1% | +9.8% | +5.6% |
| 3M | -6.8% | +9.0% | -15.7% | -4.1% |
| 6M | +29.4% | +2.9% | +26.6% | +32.1% |
| YTD | +139.1% | +10.1% | +129.0% | +147.8% |
| 1Y | +521.0% | +22.8% | +498.2% | +554.2% |
| All | +1,563.7% | +74.5% | +1,489.2% | +1,608.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling