+1,172.1%
LITE vs CMG
-15.7%
+1,187.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.2% |
| 7D | -35.9% | +8.0% | -43.9% | -37.3% |
| 30D | -51.5% | +11.9% | -63.4% | -53.1% |
| 3M | -35.7% | +2.1% | -37.9% | -36.8% |
| 6M | -43.0% | +5.2% | -48.1% | -45.4% |
| YTD | +46.1% | -6.9% | +53.1% | +44.9% |
| 1Y | +124.7% | +12.7% | +112.0% | +102.1% |
| 3Y | +1,172.1% | -16.8% | +1,188.9% | +1,176.4% |
| All | +1,172.1% | -15.7% | +1,187.8% | +1,176.4% |
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 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