+1,533.3%
LITE vs CME
+320.1%
+1,213.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | -12.9% | -0.6% | -12.3% | -12.8% |
| 30D | -46.0% | +8.5% | -54.5% | -46.8% |
| 3M | -33.0% | +16.0% | -49.1% | -34.9% |
| 6M | -34.0% | +9.3% | -43.4% | -35.3% |
| YTD | +61.7% | +15.3% | +46.4% | +55.9% |
| 1Y | +148.3% | +14.4% | +133.9% | +139.2% |
| 3Y | +1,408.5% | +59.9% | +1,348.6% | +1,179.2% |
| 5Y | +546.2% | +69.4% | +476.7% | +427.8% |
| 10Y | +1,533.3% | +299.5% | +1,233.8% | +1,107.5% |
| All | +1,533.3% | +320.1% | +1,213.2% | +1,107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling