-48.8%
LITE vs CMS
-5.3%
-43.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.3% | -19.0% |
| 7D | -44.6% | +1.7% | -46.2% | -43.7% |
| 30D | -55.0% | +8.6% | -63.7% | -52.7% |
| 3M | -38.3% | -0.5% | -37.8% | -38.8% |
| 6M | -48.8% | -4.2% | -44.6% | -47.8% |
| All | -48.8% | -5.3% | -43.5% | -47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling