+3,068.2%
LITE vs CMG
+137.9%
+2,930.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.4% |
| 7D | -35.9% | +8.0% | -43.9% | -37.5% |
| 30D | -51.5% | +11.9% | -63.4% | -53.3% |
| 3M | -35.7% | +2.1% | -37.9% | -36.9% |
| 6M | -43.0% | +5.2% | -48.1% | -45.3% |
| YTD | +46.1% | -6.9% | +53.1% | +44.1% |
| 1Y | +124.7% | +12.7% | +112.0% | +108.5% |
| 3Y | +1,172.1% | -16.8% | +1,188.9% | +1,191.7% |
| 5Y | +477.0% | -4.1% | +481.1% | +451.6% |
| 10Y | +1,465.7% | +364.7% | +1,100.9% | +1,109.4% |
| All | +3,068.2% | +137.9% | +2,930.2% | +2,308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling