+490.8%
LITE vs CME
+69.3%
+421.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.5% |
| 7D | -35.9% | +0.9% | -36.8% | -35.7% |
| 30D | -51.5% | +13.2% | -64.7% | -49.8% |
| 3M | -35.7% | +16.3% | -52.0% | -33.0% |
| 6M | -43.0% | +7.1% | -50.1% | -40.2% |
| YTD | +46.1% | +15.8% | +30.3% | +55.0% |
| 1Y | +124.7% | +17.1% | +107.6% | +138.4% |
| 3Y | +1,172.1% | +63.2% | +1,108.9% | +1,195.2% |
| All | +490.8% | +69.3% | +421.5% | +492.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling