+2,502.5%
LITE vs CRS
+1,306.2%
+1,196.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.6% | +12.5% |
| 7D | +12.6% | -3.1% | +15.7% | +13.8% |
| 30D | +9.9% | -19.6% | +29.5% | +19.9% |
| 3M | +9.3% | -8.1% | +17.4% | +13.3% |
| 6M | +75.2% | +18.6% | +56.7% | +64.2% |
| YTD | +165.5% | +45.9% | +119.6% | +129.4% |
| 1Y | +555.0% | +82.5% | +472.5% | +419.8% |
| 3Y | +1,870.5% | +648.9% | +1,221.6% | +847.7% |
| 5Y | +1,009.8% | +1,438.1% | -428.3% | +292.0% |
| 10Y | +2,502.5% | +1,327.0% | +1,175.5% | +725.0% |
| All | +2,502.5% | +1,306.2% | +1,196.3% | +725.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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