+1,533.3%
LITE vs CMI
+354.1%
+1,179.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.0% | +8.1% |
| 7D | -12.9% | -6.8% | -6.1% | -7.7% |
| 30D | -46.0% | -10.9% | -35.1% | -40.7% |
| 3M | -33.0% | -27.3% | -5.7% | -15.1% |
| 6M | -34.0% | -30.9% | -3.2% | -13.1% |
| YTD | +61.7% | -7.7% | +69.4% | +76.0% |
| 1Y | +148.3% | 0.0% | +148.3% | +159.0% |
| 3Y | +1,408.5% | +130.1% | +1,278.4% | +922.1% |
| 5Y | +546.2% | +121.5% | +424.7% | +337.9% |
| 10Y | +1,533.3% | +339.4% | +1,194.0% | +709.7% |
| All | +1,533.3% | +354.1% | +1,179.2% | +709.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling