+1,402.3%
LITE vs CL
+74.1%
+1,328.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.8% | +5.7% |
| 7D | -35.9% | +1.3% | -37.3% | -36.0% |
| 30D | -51.5% | +11.4% | -62.9% | -51.9% |
| 3M | -35.7% | +4.4% | -40.2% | -35.9% |
| 6M | -43.0% | +10.8% | -53.7% | -43.8% |
| YTD | +46.1% | +25.1% | +21.0% | +40.2% |
| 1Y | +124.7% | +28.0% | +96.7% | +114.3% |
| 3Y | +1,172.1% | +37.6% | +1,134.4% | +1,008.8% |
| 5Y | +477.0% | +39.7% | +437.3% | +391.1% |
| All | +1,402.3% | +74.1% | +1,328.3% | +1,070.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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