+1,568.0%
LITE vs CRM
+196.0%
+1,372.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +22.6% | -2.2% | +24.7% | +23.6% |
| 30D | -36.8% | -8.6% | -28.2% | -34.6% |
| 3M | -33.0% | +12.7% | -45.8% | -38.6% |
| 6M | -37.1% | +27.6% | -64.6% | -47.6% |
| YTD | +69.5% | -17.3% | +86.8% | +70.5% |
| 1Y | +146.1% | -10.8% | +156.9% | +136.6% |
| 3Y | +1,440.8% | +3.8% | +1,437.0% | +1,228.8% |
| 5Y | +580.4% | -27.7% | +608.1% | +595.8% |
| All | +1,568.0% | +196.0% | +1,372.0% | +414.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 10y: compounded portfolio wealth divided by compounded CRM 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…
10y analysis · Full analysis span regression · 6 months rolling