+5,083.9%
LITE vs CRM
+255.2%
+4,828.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.8% |
| 7D | -1.5% | +1.3% | -2.8% | -2.1% |
| 30D | +6.7% | +34.3% | -27.7% | -7.1% |
| 3M | -6.8% | +37.7% | -44.4% | -21.2% |
| 6M | +29.4% | +34.9% | -5.5% | +7.0% |
| YTD | +139.1% | -1.6% | +140.7% | +127.5% |
| 1Y | +521.0% | +7.1% | +513.9% | +458.9% |
| 3Y | +1,535.3% | +19.0% | +1,516.2% | +1,288.5% |
| 5Y | +889.8% | -1.3% | +891.1% | +783.5% |
| 10Y | +2,400.7% | +251.2% | +2,149.6% | +1,196.3% |
| All | +5,083.9% | +255.2% | +4,828.7% | +2,703.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling