+2,502.5%
LITE vs CMI
+506.5%
+1,996.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +10.9% |
| 7D | +12.6% | +1.9% | +10.7% | +11.3% |
| 30D | +9.9% | -12.5% | +22.4% | +20.9% |
| 3M | +9.3% | -16.2% | +25.5% | +24.4% |
| 6M | +75.2% | +4.9% | +70.4% | +73.3% |
| YTD | +165.5% | +11.1% | +154.3% | +151.0% |
| 1Y | +555.0% | +43.4% | +511.6% | +437.1% |
| 3Y | +1,870.5% | +154.1% | +1,716.4% | +1,119.1% |
| 5Y | +1,009.8% | +169.5% | +840.3% | +553.8% |
| 10Y | +2,502.5% | +503.8% | +1,998.7% | +924.8% |
| All | +2,502.5% | +506.5% | +1,996.0% | +924.8% |
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