+1,563.7%
LITE vs CMG
-5.8%
+1,569.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | -1.5% | -2.8% | +1.3% | -0.7% |
| 30D | +6.7% | +7.1% | -0.5% | +4.2% |
| 3M | -6.8% | +31.2% | -37.9% | -15.9% |
| 6M | +29.4% | +0.7% | +28.8% | +28.1% |
| YTD | +139.1% | -0.1% | +139.2% | +134.1% |
| 1Y | +521.0% | -10.7% | +531.7% | +536.0% |
| All | +1,563.7% | -5.8% | +1,569.4% | +1,441.5% |
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