+2,898.2%
LITE vs CCL
-33.4%
+2,931.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.5% | -13.2% | -17.2% |
| 7D | -44.6% | +2.6% | -47.2% | -45.1% |
| 30D | -55.0% | +11.3% | -66.4% | -56.3% |
| 3M | -38.3% | +0.3% | -38.6% | -38.6% |
| 6M | -48.8% | +16.1% | -64.9% | -51.4% |
| YTD | +38.3% | -1.6% | +39.8% | +36.1% |
| 1Y | +119.0% | +11.8% | +107.2% | +108.5% |
| 3Y | +1,092.0% | +139.6% | +952.4% | +858.4% |
| 5Y | +446.1% | +21.3% | +424.8% | +370.7% |
| 10Y | +1,381.7% | -29.8% | +1,411.5% | +1,390.0% |
| All | +2,898.2% | -33.4% | +2,931.6% | +2,896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling