+1,103.8%
LITE vs CME
+67.1%
+1,036.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.3% | -18.9% |
| 7D | -44.6% | +3.7% | -48.2% | -43.0% |
| 30D | -55.0% | +13.7% | -68.7% | -50.7% |
| 3M | -38.3% | +16.6% | -54.9% | -31.1% |
| 6M | -48.8% | +8.2% | -56.9% | -43.3% |
| YTD | +38.3% | +16.3% | +21.9% | +61.9% |
| 1Y | +119.0% | +19.1% | +99.9% | +160.0% |
| All | +1,103.8% | +67.1% | +1,036.7% | +1,487.6% |
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