+446.1%
LITE vs CL
+43.3%
+402.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.1% | -18.6% | -18.7% |
| 7D | -44.6% | +5.9% | -50.5% | -42.6% |
| 30D | -55.0% | +13.8% | -68.8% | -51.6% |
| 3M | -38.3% | +6.4% | -44.7% | -35.2% |
| 6M | -48.8% | +15.6% | -64.4% | -44.1% |
| YTD | +38.3% | +27.9% | +10.4% | +55.5% |
| 1Y | +119.0% | +31.4% | +87.6% | +148.1% |
| 3Y | +1,092.0% | +41.4% | +1,050.6% | +1,149.9% |
| 5Y | +446.1% | +42.8% | +403.3% | +451.5% |
| All | +446.1% | +43.3% | +402.7% | +451.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling