+1,402.3%
LITE vs CME
+331.0%
+1,071.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.7% |
| 7D | -35.9% | +0.9% | -36.8% | -36.0% |
| 30D | -51.5% | +13.2% | -64.7% | -52.6% |
| 3M | -35.7% | +16.3% | -52.0% | -37.6% |
| 6M | -43.0% | +7.1% | -50.1% | -43.8% |
| YTD | +46.1% | +15.8% | +30.3% | +40.8% |
| 1Y | +124.7% | +17.1% | +107.6% | +115.4% |
| 3Y | +1,172.1% | +63.2% | +1,108.9% | +972.7% |
| 5Y | +477.0% | +70.2% | +406.8% | +371.7% |
| All | +1,402.3% | +331.0% | +1,071.3% | +1,043.0% |
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