+901.5%
LITE vs CMS
+23.4%
+878.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +6.7% | -3.6% | +10.3% | +6.6% |
| 3M | -6.8% | -1.9% | -4.8% | -7.2% |
| 6M | +29.4% | -11.0% | +40.4% | +29.4% |
| YTD | +139.1% | +0.2% | +138.9% | +138.7% |
| 1Y | +521.0% | -1.3% | +522.3% | +519.5% |
| 3Y | +1,535.3% | +35.9% | +1,499.4% | +1,420.9% |
| All | +901.5% | +23.4% | +878.1% | +827.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling