+1,568.0%
LITE vs CMS
+136.3%
+1,431.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +22.6% | -1.3% | +23.8% | +22.8% |
| 30D | -36.8% | +5.3% | -42.0% | -37.5% |
| 3M | -33.0% | -0.3% | -32.7% | -33.1% |
| 6M | -37.1% | -4.0% | -33.0% | -36.9% |
| YTD | +69.5% | +2.1% | +67.3% | +67.8% |
| 1Y | +146.1% | -4.7% | +150.8% | +147.0% |
| 3Y | +1,440.8% | +36.8% | +1,404.0% | +1,276.8% |
| 5Y | +580.4% | +34.9% | +545.6% | +501.4% |
| All | +1,568.0% | +136.3% | +1,431.7% | +1,386.7% |
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