+446.1%
LITE vs CPB
-31.1%
+477.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.7% | -19.4% | -18.4% |
| 7D | -44.6% | +11.6% | -56.1% | -42.1% |
| 30D | -55.0% | +23.3% | -78.3% | -51.3% |
| 3M | -38.3% | +1.6% | -40.0% | -36.4% |
| 6M | -48.8% | +13.9% | -62.7% | -45.2% |
| YTD | +38.3% | -11.7% | +50.0% | +40.9% |
| 1Y | +119.0% | -18.2% | +137.2% | +120.1% |
| 3Y | +1,092.0% | -35.2% | +1,127.2% | +1,045.9% |
| 5Y | +446.1% | -30.5% | +476.6% | +403.3% |
| All | +446.1% | -31.1% | +477.2% | +403.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling