+146.1%
LITE vs CMI
-3.3%
+149.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -1.7% |
| 7D | +22.6% | +1.5% | +21.0% | +21.0% |
| 30D | -36.8% | -14.0% | -22.8% | -24.1% |
| 3M | -33.0% | -28.3% | -4.7% | -2.7% |
| 6M | -37.1% | -34.9% | -2.1% | +0.7% |
| YTD | +69.5% | -9.9% | +79.3% | +64.0% |
| 1Y | +146.1% | -3.6% | +149.7% | +116.4% |
| All | +146.1% | -3.3% | +149.4% | +116.4% |
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