-35.3%
LITE vs CBRS
-71.1%
+35.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.9% | +2.7% | +6.9% |
| 7D | +3.4% | +10.0% | -6.6% | -0.4% |
| 30D | -34.9% | -31.1% | -3.8% | -23.4% |
| 3M | -21.0% | -56.9% | +35.9% | +10.2% |
| All | -35.3% | -71.1% | +35.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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