+1,402.3%
LITE vs CMS
+125.4%
+1,276.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.0% |
| 7D | -35.9% | -1.3% | -34.6% | -35.8% |
| 30D | -51.5% | +6.3% | -57.8% | -52.2% |
| 3M | -35.7% | -2.1% | -33.7% | -35.6% |
| 6M | -43.0% | -5.1% | -37.9% | -42.8% |
| YTD | +46.1% | +1.3% | +44.9% | +44.8% |
| 1Y | +124.7% | -1.4% | +126.1% | +123.9% |
| 3Y | +1,172.1% | +36.9% | +1,135.1% | +1,034.2% |
| 5Y | +477.0% | +32.5% | +444.5% | +411.6% |
| All | +1,402.3% | +125.4% | +1,276.9% | +1,221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling