+901.5%
LITE vs CMG
-3.6%
+905.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | -1.5% | -2.8% | +1.3% | -0.6% |
| 30D | +6.7% | +7.1% | -0.5% | +3.9% |
| 3M | -6.8% | +31.2% | -37.9% | -16.9% |
| 6M | +29.4% | +0.7% | +28.8% | +26.8% |
| YTD | +139.1% | -0.1% | +139.2% | +132.3% |
| 1Y | +521.0% | -10.7% | +531.7% | +527.0% |
| 3Y | +1,535.3% | -4.7% | +1,540.0% | +1,492.6% |
| All | +901.5% | -3.6% | +905.1% | +812.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling