+129.4%
LITE vs CMG
+15.7%
+113.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.9% | +11.4% |
| 7D | -12.9% | +8.6% | -21.5% | -11.5% |
| 30D | -46.0% | +13.1% | -59.1% | -44.9% |
| 3M | -33.0% | +9.0% | -42.0% | -32.2% |
| 6M | -34.0% | +10.0% | -44.0% | -31.3% |
| YTD | +61.7% | -3.4% | +65.1% | +63.6% |
| All | +129.4% | +15.7% | +113.7% | +124.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling