+1,426.5%
LITE vs CMG
-17.1%
+1,443.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.7% |
| 7D | +22.6% | -0.6% | +23.2% | +22.8% |
| 30D | -36.8% | +15.9% | -52.7% | -39.2% |
| 3M | -33.0% | +7.8% | -40.8% | -35.0% |
| 6M | -37.1% | +7.7% | -44.7% | -39.8% |
| YTD | +69.5% | -4.9% | +74.4% | +67.6% |
| 1Y | +146.1% | +12.3% | +133.8% | +123.5% |
| All | +1,426.5% | -17.1% | +1,443.6% | +1,463.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling