+562.5%
LITE vs CME
+74.8%
+487.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.3% |
| 7D | +10.8% | +3.9% | +6.8% | +12.0% |
| 30D | -33.4% | +11.3% | -44.8% | -31.2% |
| 3M | -32.2% | +19.6% | -51.8% | -28.7% |
| 6M | -42.1% | +8.1% | -50.2% | -38.9% |
| YTD | +61.9% | +20.4% | +41.5% | +73.5% |
| 1Y | +163.0% | +16.5% | +146.5% | +181.3% |
| 3Y | +1,358.0% | +66.4% | +1,291.6% | +1,406.6% |
| All | +562.5% | +74.8% | +487.7% | +583.0% |
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