+1,103.8%
LITE vs CPB
-35.1%
+1,139.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.7% | -19.4% | -18.3% |
| 7D | -44.6% | +11.6% | -56.1% | -41.1% |
| 30D | -55.0% | +23.3% | -78.3% | -49.7% |
| 3M | -38.3% | +1.6% | -40.0% | -35.7% |
| 6M | -48.8% | +13.9% | -62.7% | -43.5% |
| YTD | +38.3% | -11.7% | +50.0% | +40.6% |
| 1Y | +119.0% | -18.2% | +137.2% | +117.6% |
| All | +1,103.8% | -35.1% | +1,139.0% | +993.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling