+1,670.7%
LITE vs CPB
-40.1%
+1,710.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +10.5% |
| 7D | +3.4% | -4.1% | +7.5% | +3.0% |
| 30D | -34.9% | +16.9% | -51.8% | -33.9% |
| 3M | -21.0% | -0.6% | -20.5% | -20.4% |
| 6M | -38.5% | +11.4% | -49.8% | -37.7% |
| YTD | +75.8% | -14.8% | +90.7% | +77.6% |
| 1Y | +156.7% | -24.8% | +181.5% | +159.6% |
| 3Y | +1,498.6% | -36.6% | +1,535.2% | +1,505.4% |
| 5Y | +610.9% | -33.3% | +644.2% | +600.5% |
| 10Y | +1,670.7% | -40.4% | +1,711.0% | +1,910.2% |
| All | +1,670.7% | -40.1% | +1,710.8% | +1,910.2% |
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