+551.8%
LITE vs CMI
+41.9%
+509.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.4% |
| 7D | +13.6% | +0.7% | +12.9% | +12.8% |
| 30D | +21.6% | -12.3% | +33.9% | +40.5% |
| 3M | +20.3% | -16.8% | +37.1% | +47.6% |
| 6M | +54.4% | +1.5% | +52.8% | +51.3% |
| YTD | +168.3% | +9.8% | +158.5% | +116.5% |
| 1Y | +551.8% | +42.6% | +509.2% | +258.2% |
| All | +551.8% | +41.9% | +509.9% | +258.2% |
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