+490.8%
LITE vs CCL
+20.8%
+470.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | +2.6% | -38.5% | -36.7% |
| 30D | -51.5% | +13.1% | -64.6% | -53.7% |
| 3M | -35.7% | +3.3% | -39.0% | -36.8% |
| 6M | -43.0% | +8.7% | -51.7% | -45.7% |
| YTD | +46.1% | -1.6% | +47.7% | +42.4% |
| 1Y | +124.7% | +14.0% | +110.7% | +107.2% |
| 3Y | +1,172.1% | +145.1% | +1,026.9% | +829.6% |
| All | +490.8% | +20.8% | +470.1% | +390.5% |
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