+2,898.2%
LITE vs CME
+386.7%
+2,511.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.3% | -18.6% |
| 7D | -44.6% | +3.7% | -48.2% | -44.9% |
| 30D | -55.0% | +13.7% | -68.7% | -56.1% |
| 3M | -38.3% | +16.6% | -54.9% | -40.1% |
| 6M | -48.8% | +8.2% | -56.9% | -49.7% |
| YTD | +38.3% | +16.3% | +21.9% | +33.0% |
| 1Y | +119.0% | +19.1% | +99.9% | +109.0% |
| 3Y | +1,092.0% | +67.4% | +1,024.7% | +901.9% |
| 5Y | +446.1% | +71.0% | +375.1% | +349.0% |
| 10Y | +1,381.7% | +338.9% | +1,042.8% | +865.8% |
| All | +2,898.2% | +386.7% | +2,511.6% | +1,880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling