+232.7%
LITE vs CME
+19.8%
+213.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.4% | -9.2% | -6.6% |
| 7D | -31.4% | +4.8% | -36.3% | -28.3% |
| 30D | -42.6% | +14.2% | -56.7% | -35.5% |
| 3M | -26.2% | +17.9% | -44.1% | -14.9% |
| 6M | -35.8% | +7.2% | -43.0% | -25.7% |
| YTD | +70.0% | +16.7% | +53.3% | +137.5% |
| 1Y | +232.7% | +19.6% | +213.2% | +379.6% |
| All | +232.7% | +19.8% | +213.0% | +379.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling