+1,568.0%
LITE vs CCL
-32.2%
+1,600.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.4% |
| 7D | +22.6% | -0.3% | +22.9% | +22.8% |
| 30D | -36.8% | +10.3% | -47.1% | -38.4% |
| 3M | -33.0% | +6.6% | -39.6% | -34.3% |
| 6M | -37.1% | +20.0% | -57.1% | -40.7% |
| YTD | +69.5% | -1.9% | +71.4% | +67.0% |
| 1Y | +146.1% | +10.4% | +135.7% | +134.9% |
| 3Y | +1,440.8% | +134.8% | +1,306.0% | +1,136.4% |
| 5Y | +580.4% | +34.0% | +546.4% | +474.1% |
| All | +1,568.0% | -32.2% | +1,600.2% | +1,453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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