+5,083.9%
LITE vs CMI
+497.2%
+4,586.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +2.3% |
| 7D | -1.5% | -0.7% | -0.8% | -1.0% |
| 30D | +6.7% | -13.4% | +20.1% | +17.2% |
| 3M | -6.8% | -17.0% | +10.2% | +5.9% |
| 6M | +29.4% | -1.6% | +31.1% | +33.5% |
| YTD | +139.1% | +11.0% | +128.1% | +127.8% |
| 1Y | +521.0% | +41.9% | +479.1% | +422.0% |
| 3Y | +1,535.3% | +151.8% | +1,383.5% | +962.8% |
| 5Y | +889.8% | +163.6% | +726.3% | +519.4% |
| 10Y | +2,400.7% | +472.9% | +1,927.8% | +1,043.2% |
| All | +5,083.9% | +497.2% | +4,586.7% | +2,129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling