+2,502.5%
LITE vs CMG
+322.4%
+2,180.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | +12.6% | -1.5% | +14.1% | +13.1% |
| 30D | +9.9% | +12.7% | -2.8% | +6.0% |
| 3M | +9.3% | +26.3% | -17.0% | +0.7% |
| 6M | +75.2% | +4.5% | +70.7% | +69.4% |
| YTD | +165.5% | -0.1% | +165.6% | +158.9% |
| 1Y | +555.0% | -6.8% | +561.8% | +547.7% |
| 3Y | +1,870.5% | -5.0% | +1,875.5% | +1,843.6% |
| 5Y | +1,009.8% | -3.0% | +1,012.9% | +957.4% |
| 10Y | +2,502.5% | +323.6% | +2,178.9% | +1,968.0% |
| All | +2,502.5% | +322.4% | +2,180.1% | +1,968.0% |
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