+446.1%
LITE vs CMS
+36.2%
+409.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.3% | -18.7% |
| 7D | -44.6% | +1.7% | -46.2% | -44.5% |
| 30D | -55.0% | +8.6% | -63.7% | -55.0% |
| 3M | -38.3% | -0.5% | -37.8% | -38.3% |
| 6M | -48.8% | -4.2% | -44.6% | -48.8% |
| YTD | +38.3% | +3.4% | +34.8% | +38.2% |
| 1Y | +119.0% | +0.4% | +118.6% | +119.0% |
| 3Y | +1,092.0% | +38.2% | +1,053.8% | +1,011.8% |
| 5Y | +446.1% | +35.4% | +410.7% | +410.8% |
| All | +446.1% | +36.2% | +409.9% | +410.8% |
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