+1,533.3%
LITE vs CMG
+381.0%
+1,152.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.9% | +9.7% |
| 7D | -12.9% | +8.6% | -21.5% | -15.0% |
| 30D | -46.0% | +13.1% | -59.1% | -48.1% |
| 3M | -33.0% | +9.0% | -42.0% | -35.4% |
| 6M | -34.0% | +10.0% | -44.0% | -37.7% |
| YTD | +61.7% | -3.4% | +65.1% | +57.7% |
| 1Y | +148.3% | +16.8% | +131.5% | +126.6% |
| 3Y | +1,408.5% | -14.7% | +1,423.2% | +1,421.7% |
| 5Y | +546.2% | -1.5% | +547.7% | +508.3% |
| 10Y | +1,533.3% | +383.6% | +1,149.7% | +1,167.4% |
| All | +1,533.3% | +381.0% | +1,152.3% | +1,167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling