+5,083.9%
LITE vs CL
+71.6%
+5,012.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.2% |
| 7D | -1.5% | -2.2% | +0.6% | -1.3% |
| 30D | +6.7% | -4.8% | +11.5% | +7.2% |
| 3M | -6.8% | +4.9% | -11.7% | -8.3% |
| 6M | +29.4% | -5.7% | +35.2% | +29.7% |
| YTD | +139.1% | +14.4% | +124.7% | +129.9% |
| 1Y | +521.0% | +8.7% | +512.2% | +502.2% |
| 3Y | +1,535.3% | +30.0% | +1,505.3% | +1,310.3% |
| 5Y | +889.8% | +28.4% | +861.5% | +743.9% |
| 10Y | +2,400.7% | +50.1% | +2,350.6% | +1,817.1% |
| All | +5,083.9% | +71.6% | +5,012.3% | +4,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling