+129.4%
LITE vs CME
+15.2%
+114.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.3% |
| 7D | -12.9% | -0.6% | -12.3% | -13.2% |
| 30D | -46.0% | +8.5% | -54.5% | -41.6% |
| 3M | -33.0% | +16.0% | -49.1% | -23.7% |
| 6M | -34.0% | +9.3% | -43.4% | -22.9% |
| YTD | +61.7% | +15.3% | +46.4% | +125.0% |
| All | +129.4% | +15.2% | +114.2% | +209.3% |
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