+5,083.9%
LITE vs CMS
+190.6%
+4,893.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +6.7% | -3.6% | +10.3% | +7.5% |
| 3M | -6.8% | -1.9% | -4.8% | -6.9% |
| 6M | +29.4% | -11.0% | +40.4% | +32.2% |
| YTD | +139.1% | +0.2% | +138.9% | +138.1% |
| 1Y | +521.0% | -1.3% | +522.3% | +518.4% |
| 3Y | +1,535.3% | +35.9% | +1,499.4% | +1,361.6% |
| 5Y | +889.8% | +23.1% | +866.8% | +800.1% |
| 10Y | +2,400.7% | +117.9% | +2,282.8% | +1,940.8% |
| All | +5,083.9% | +190.6% | +4,893.3% | +2,916.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling