+1,563.7%
LITE vs CME
+57.6%
+1,506.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +3.8% |
| 7D | -1.5% | -1.6% | 0.0% | -2.4% |
| 30D | +6.7% | +6.2% | +0.4% | +10.7% |
| 3M | -6.8% | +10.4% | -17.2% | +0.9% |
| 6M | +29.4% | -9.5% | +39.0% | +27.7% |
| YTD | +139.1% | +6.0% | +133.1% | +159.7% |
| 1Y | +521.0% | +9.3% | +511.7% | +588.4% |
| All | +1,563.7% | +57.6% | +1,506.1% | +1,955.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling