+462.2%
LITE vs CRBG
+7.7%
+454.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -0.8% |
| 7D | +5.2% | +0.6% | +4.6% | +5.3% |
| 30D | -0.6% | +2.6% | -3.2% | -0.3% |
| 3M | +4.2% | +24.0% | -19.8% | +5.5% |
| 6M | +38.0% | +50.5% | -12.6% | +39.2% |
| YTD | +151.5% | +17.1% | +134.4% | +151.2% |
| 1Y | +462.2% | +5.9% | +456.4% | +447.8% |
| All | +462.2% | +7.7% | +454.5% | +447.8% |
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