+1,136.2%
LITE vs CRBG
+117.3%
+1,018.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.5% |
| 7D | +5.2% | +0.6% | +4.6% | +4.8% |
| 30D | -0.6% | +2.6% | -3.2% | -2.1% |
| 3M | +4.2% | +24.0% | -19.8% | -6.9% |
| 6M | +38.0% | +50.5% | -12.6% | +10.4% |
| YTD | +151.5% | +17.1% | +134.4% | +125.2% |
| 1Y | +462.2% | +5.9% | +456.4% | +430.7% |
| 3Y | +1,810.6% | +122.7% | +1,687.9% | +1,248.0% |
| All | +1,136.2% | +117.3% | +1,018.9% | +773.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling