+1,380.3%
LITE vs CL
+41.4%
+1,338.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.3% | -11.1% | -4.7% |
| 7D | -31.4% | +7.7% | -39.1% | -25.8% |
| 30D | -42.6% | +15.2% | -57.8% | -33.4% |
| 3M | -26.2% | +7.3% | -33.6% | -18.7% |
| 6M | -35.8% | +17.0% | -52.8% | -23.4% |
| YTD | +70.0% | +28.0% | +42.1% | +119.1% |
| 1Y | +232.7% | +32.1% | +200.6% | +339.6% |
| All | +1,380.3% | +41.4% | +1,338.9% | +1,836.3% |
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