+497.1%
LITE vs CRBG
+4.4%
+492.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -2.3% |
| 7D | -11.4% | +6.5% | -17.9% | -10.8% |
| 30D | -0.2% | +10.0% | -10.2% | +0.6% |
| 3M | -9.7% | +35.1% | -44.7% | -8.6% |
| 6M | +22.0% | +41.1% | -19.1% | +24.2% |
| YTD | +129.9% | +17.4% | +112.5% | +129.8% |
| All | +497.1% | +4.4% | +492.7% | +484.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling