+1,493.1%
LITE vs CCL
-32.5%
+1,525.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +10.8% | -1.2% | +12.0% | +11.2% |
| 30D | -33.4% | +13.1% | -46.6% | -35.6% |
| 3M | -32.2% | +3.4% | -35.6% | -33.0% |
| 6M | -42.1% | +18.7% | -60.8% | -45.3% |
| YTD | +61.9% | -2.3% | +64.1% | +59.7% |
| 1Y | +163.0% | +14.2% | +148.8% | +148.6% |
| 3Y | +1,358.0% | +133.6% | +1,224.4% | +1,071.5% |
| 5Y | +549.9% | +33.5% | +516.4% | +449.0% |
| All | +1,493.1% | -32.5% | +1,525.6% | +1,385.7% |
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