+3,068.2%
LITE vs CMI
+379.3%
+2,688.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.3% | +5.5% |
| 7D | -35.9% | -10.0% | -25.9% | -31.0% |
| 30D | -51.5% | -13.0% | -38.5% | -46.5% |
| 3M | -35.7% | -29.9% | -5.9% | -18.4% |
| 6M | -43.0% | -36.7% | -6.3% | -22.5% |
| YTD | +46.1% | -10.9% | +57.0% | +61.8% |
| 1Y | +124.7% | -1.3% | +126.0% | +136.5% |
| 3Y | +1,172.1% | +117.4% | +1,054.7% | +830.1% |
| 5Y | +477.0% | +112.9% | +364.1% | +319.3% |
| 10Y | +1,465.7% | +366.7% | +1,099.0% | +732.6% |
| All | +3,068.2% | +379.3% | +2,688.9% | +1,483.5% |
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