+901.5%
LITE vs CPB
-39.5%
+941.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +3.0% |
| 7D | -1.5% | -8.6% | +7.1% | -3.9% |
| 30D | +6.7% | -7.2% | +13.9% | +4.7% |
| 3M | -6.8% | +0.9% | -7.6% | -5.7% |
| 6M | +29.4% | -11.8% | +41.3% | +27.7% |
| YTD | +139.1% | -19.4% | +158.5% | +132.1% |
| 1Y | +521.0% | -30.4% | +551.4% | +489.3% |
| 3Y | +1,535.3% | -40.2% | +1,575.4% | +1,401.6% |
| All | +901.5% | -39.5% | +941.0% | +794.2% |
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