+994.9%
LITE vs CLBK
+62.9%
+932.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.7% |
| 7D | -12.9% | +1.8% | -14.7% | -13.4% |
| 30D | -46.0% | +5.1% | -51.1% | -47.3% |
| 3M | -33.0% | +5.2% | -38.2% | -34.8% |
| 6M | -34.0% | +28.6% | -62.6% | -41.9% |
| YTD | +61.7% | +61.4% | +0.3% | +26.8% |
| 1Y | +148.3% | +64.7% | +83.6% | +92.4% |
| 3Y | +1,408.5% | +55.1% | +1,353.4% | +1,082.8% |
| 5Y | +546.2% | +28.4% | +517.8% | +417.6% |
| All | +994.9% | +62.9% | +932.0% | +639.4% |
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