+1,147.8%
LITE vs CRBG
+114.2%
+1,033.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | +10.4% | -1.6% | +12.1% | +11.1% |
| 30D | +14.0% | +2.4% | +11.7% | +12.4% |
| 3M | +9.7% | +26.8% | -17.2% | -3.1% |
| 6M | +39.2% | +41.5% | -2.3% | +14.9% |
| YTD | +153.9% | +15.5% | +138.4% | +128.7% |
| 1Y | +467.5% | +6.6% | +461.0% | +431.9% |
| 3Y | +1,784.2% | +121.6% | +1,662.6% | +1,233.5% |
| All | +1,147.8% | +114.2% | +1,033.5% | +786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling