+546.2%
LITE vs CCL
+28.4%
+517.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +9.2% |
| 7D | -12.9% | +3.1% | -15.9% | -13.7% |
| 30D | -46.0% | +17.5% | -63.5% | -49.1% |
| 3M | -33.0% | +6.8% | -39.8% | -34.9% |
| 6M | -34.0% | +18.7% | -52.8% | -39.1% |
| YTD | +61.7% | +3.0% | +58.7% | +55.2% |
| 1Y | +148.3% | +17.7% | +130.6% | +126.5% |
| 3Y | +1,408.5% | +155.6% | +1,252.9% | +985.5% |
| 5Y | +546.2% | +30.2% | +516.0% | +432.2% |
| All | +546.2% | +28.4% | +517.7% | +432.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling