+1,103.8%
LITE vs CB
+74.6%
+1,029.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.7% | -18.0% | -19.1% |
| 7D | -44.6% | +2.6% | -47.2% | -43.6% |
| 30D | -55.0% | +11.2% | -66.2% | -52.1% |
| 3M | -38.3% | +5.7% | -44.0% | -35.6% |
| 6M | -48.8% | +15.9% | -64.7% | -44.4% |
| YTD | +38.3% | +20.2% | +18.1% | +52.1% |
| 1Y | +119.0% | +32.4% | +86.6% | +145.1% |
| All | +1,103.8% | +74.6% | +1,029.2% | +1,344.2% |
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 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