+3,344.5%
LITE vs CRS
+873.2%
+2,471.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.8% |
| 7D | -13.9% | +0.2% | -14.1% | -13.6% |
| 30D | -46.9% | -22.9% | -24.0% | -41.5% |
| 3M | -28.0% | -46.8% | +18.8% | -8.8% |
| 6M | -35.2% | -30.4% | -4.8% | -25.3% |
| YTD | +58.9% | -5.4% | +64.2% | +64.0% |
| 1Y | +125.3% | -9.0% | +134.3% | +136.8% |
| 3Y | +1,344.4% | +352.2% | +992.3% | +805.3% |
| 5Y | +541.2% | +852.2% | -311.1% | +204.1% |
| 10Y | +1,587.5% | +862.6% | +724.9% | +636.0% |
| All | +3,344.5% | +873.2% | +2,471.3% | +1,365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling