+1,103.8%
LITE vs CL
+41.3%
+1,062.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.1% | -18.6% | -18.7% |
| 7D | -44.6% | +5.9% | -50.5% | -40.9% |
| 30D | -55.0% | +13.8% | -68.8% | -48.4% |
| 3M | -38.3% | +6.4% | -44.7% | -32.5% |
| 6M | -48.8% | +15.6% | -64.4% | -39.3% |
| YTD | +38.3% | +27.9% | +10.4% | +78.0% |
| 1Y | +119.0% | +31.4% | +87.6% | +188.3% |
| All | +1,103.8% | +41.3% | +1,062.5% | +1,473.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling