+1,563.7%
LITE vs CRS
+660.4%
+903.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +6.7% | -16.6% | +23.3% | +18.7% |
| 3M | -6.8% | -3.5% | -3.3% | -4.3% |
| 6M | +29.4% | +15.4% | +14.0% | +19.6% |
| YTD | +139.1% | +51.2% | +87.9% | +89.7% |
| 1Y | +521.0% | +98.3% | +422.7% | +327.4% |
| All | +1,563.7% | +660.4% | +903.3% | +683.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling