+1,402.3%
LITE vs CPB
-37.5%
+1,439.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +5.5% |
| 7D | -35.9% | +8.0% | -43.9% | -35.4% |
| 30D | -51.5% | +22.4% | -73.9% | -50.6% |
| 3M | -35.7% | +3.8% | -39.6% | -35.0% |
| 6M | -43.0% | +13.7% | -56.6% | -42.2% |
| YTD | +46.1% | -11.7% | +57.8% | +48.1% |
| 1Y | +124.7% | -18.1% | +142.8% | +127.8% |
| 3Y | +1,172.1% | -34.7% | +1,206.8% | +1,183.5% |
| 5Y | +477.0% | -30.6% | +507.6% | +470.0% |
| All | +1,402.3% | -37.5% | +1,439.9% | +1,417.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling