+3,409.5%
LITE vs CRM
+199.0%
+3,210.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +2.0% | +8.8% | +10.1% |
| 30D | -33.4% | -7.7% | -25.8% | -31.6% |
| 3M | -32.2% | +8.4% | -40.6% | -36.3% |
| 6M | -42.1% | +31.9% | -74.0% | -51.7% |
| YTD | +61.9% | -17.2% | +79.1% | +62.7% |
| 1Y | +163.0% | -8.6% | +171.6% | +150.4% |
| 3Y | +1,358.0% | +3.1% | +1,354.9% | +1,188.8% |
| 5Y | +549.9% | -27.6% | +577.5% | +559.2% |
| 10Y | +1,530.1% | +197.6% | +1,332.5% | +792.3% |
| All | +3,409.5% | +199.0% | +3,210.5% | +1,904.4% |
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