+1,568.0%
LITE vs CME
+305.5%
+1,262.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +22.6% | +2.7% | +19.9% | +22.1% |
| 30D | -36.8% | +13.5% | -50.3% | -38.2% |
| 3M | -33.0% | +20.9% | -53.9% | -35.4% |
| 6M | -37.1% | +11.5% | -48.6% | -38.4% |
| YTD | +69.5% | +19.5% | +50.0% | +62.3% |
| 1Y | +146.1% | +17.2% | +128.9% | +136.3% |
| 3Y | +1,440.8% | +65.1% | +1,375.7% | +1,195.2% |
| 5Y | +580.4% | +73.1% | +507.3% | +452.9% |
| All | +1,568.0% | +305.5% | +1,262.4% | +939.0% |
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