+232.7%
LITE vs CPB
-18.4%
+251.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.9% | -13.8% | -3.8% |
| 7D | -31.4% | +13.0% | -44.4% | -25.1% |
| 30D | -42.6% | +20.5% | -63.1% | -34.2% |
| 3M | -26.2% | +2.2% | -28.4% | -21.6% |
| 6M | -35.8% | +15.4% | -51.2% | -26.7% |
| YTD | +70.0% | -12.3% | +82.4% | +76.3% |
| 1Y | +232.7% | -18.0% | +250.7% | +234.4% |
| All | +232.7% | -18.4% | +251.2% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling