+232.7%
LITE vs CMI
+10.9%
+221.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.8% | -2.1% | -1.5% |
| 7D | -31.4% | -11.2% | -20.2% | -21.7% |
| 30D | -42.6% | -9.8% | -32.7% | -35.3% |
| 3M | -26.2% | -25.5% | -0.7% | +2.3% |
| 6M | -35.8% | -27.7% | -8.1% | -8.4% |
| YTD | +70.0% | -6.6% | +76.7% | +57.6% |
| 1Y | +232.7% | +11.7% | +221.1% | +106.9% |
| All | +232.7% | +10.9% | +221.8% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling