+995.7%
LITE vs CLBK
+60.9%
+934.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.2% |
| 7D | +10.8% | +0.9% | +9.9% | +10.4% |
| 30D | -33.4% | +3.4% | -36.8% | -34.6% |
| 3M | -32.2% | -4.3% | -28.0% | -31.1% |
| 6M | -42.1% | +28.4% | -70.5% | -49.0% |
| YTD | +61.9% | +59.4% | +2.5% | +27.7% |
| 1Y | +163.0% | +64.8% | +98.2% | +103.4% |
| 3Y | +1,358.0% | +50.6% | +1,307.4% | +1,059.2% |
| 5Y | +549.9% | +28.3% | +521.6% | +419.9% |
| All | +995.7% | +60.9% | +934.9% | +644.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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