+1,533.3%
LITE vs CRS
+967.2%
+566.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.7% | +1.0% | +6.6% |
| 7D | -12.9% | +4.9% | -17.8% | -14.2% |
| 30D | -46.0% | -20.8% | -25.2% | -40.5% |
| 3M | -33.0% | -46.4% | +13.4% | -13.5% |
| 6M | -34.0% | -28.6% | -5.5% | -23.9% |
| YTD | +61.7% | -2.8% | +64.6% | +65.3% |
| 1Y | +148.3% | -6.7% | +155.0% | +158.9% |
| 3Y | +1,408.5% | +368.0% | +1,040.5% | +780.8% |
| 5Y | +546.2% | +852.9% | -306.7% | +177.6% |
| 10Y | +1,533.3% | +905.1% | +628.2% | +486.9% |
| All | +1,533.3% | +967.2% | +566.1% | +486.9% |
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