+462.2%
LITE vs CRM
+2.5%
+459.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -0.1% |
| 7D | +5.2% | -4.4% | +9.6% | +3.4% |
| 30D | -0.6% | +28.1% | -28.7% | +11.9% |
| 3M | +4.2% | +48.8% | -44.6% | +28.3% |
| 6M | +38.0% | +28.3% | +9.7% | +66.0% |
| YTD | +151.5% | -6.0% | +157.5% | +204.0% |
| 1Y | +462.2% | +1.4% | +460.8% | +572.0% |
| All | +462.2% | +2.5% | +459.7% | +572.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling