+1,052.4%
LITE vs CRM
-4.8%
+1,057.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | +13.6% | -5.0% | +18.6% | +14.9% |
| 30D | +21.6% | +23.6% | -2.0% | +12.6% |
| 3M | +20.3% | +39.6% | -19.3% | +5.2% |
| 6M | +54.4% | +23.4% | +30.9% | +39.0% |
| YTD | +168.3% | -7.4% | +175.7% | +173.4% |
| 1Y | +551.8% | -2.3% | +554.1% | +538.6% |
| 3Y | +1,891.5% | +10.5% | +1,881.0% | +1,743.1% |
| All | +1,052.4% | -4.8% | +1,057.2% | +951.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling