-43.0%
LITE vs CMI
-34.5%
-8.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.3% | +5.2% |
| 7D | -35.9% | -10.0% | -25.9% | -26.1% |
| 30D | -51.5% | -13.0% | -38.5% | -41.5% |
| 3M | -35.7% | -29.9% | -5.9% | +0.1% |
| 6M | -43.0% | -36.7% | -6.3% | -3.3% |
| All | -43.0% | -34.5% | -8.5% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling