+1,402.3%
LITE vs CCL
-30.2%
+1,432.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | -35.9% | +3.1% | -39.1% | -36.6% |
| 30D | -51.5% | +13.7% | -65.2% | -53.2% |
| 3M | -35.7% | +3.8% | -39.5% | -36.6% |
| 6M | -43.0% | +9.3% | -52.2% | -45.0% |
| YTD | +46.1% | -1.1% | +47.2% | +43.6% |
| 1Y | +124.7% | +14.6% | +110.2% | +112.3% |
| 3Y | +1,172.1% | +146.4% | +1,025.7% | +909.7% |
| 5Y | +477.0% | +21.9% | +455.2% | +394.8% |
| All | +1,402.3% | -30.2% | +1,432.6% | +1,260.2% |
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