+901.5%
LITE vs CME
+78.2%
+823.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +3.9% |
| 7D | -1.5% | -1.6% | 0.0% | -1.8% |
| 30D | +6.7% | +6.2% | +0.4% | +8.0% |
| 3M | -6.8% | +10.4% | -17.2% | -4.0% |
| 6M | +29.4% | -9.5% | +39.0% | +30.9% |
| YTD | +139.1% | +6.0% | +133.1% | +146.0% |
| 1Y | +521.0% | +9.3% | +511.7% | +539.7% |
| 3Y | +1,535.3% | +57.7% | +1,477.6% | +1,480.3% |
| All | +901.5% | +78.2% | +823.4% | +760.5% |
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