+562.5%
LITE vs CPB
-33.2%
+595.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.2% | -7.7% | -3.3% |
| 7D | +10.8% | -1.6% | +12.3% | +10.3% |
| 30D | -33.4% | +19.2% | -52.7% | -28.7% |
| 3M | -32.2% | -0.9% | -31.3% | -30.7% |
| 6M | -42.1% | +15.2% | -57.3% | -38.0% |
| YTD | +61.9% | -13.1% | +74.9% | +63.9% |
| 1Y | +163.0% | -22.4% | +185.4% | +161.2% |
| 3Y | +1,358.0% | -35.3% | +1,393.3% | +1,293.4% |
| All | +562.5% | -33.2% | +595.7% | +517.2% |
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 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