+163.0%
LITE vs CLBK
+63.8%
+99.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | +10.8% | +0.9% | +9.9% | +10.7% |
| 30D | -33.4% | +3.4% | -36.8% | -33.6% |
| 3M | -32.2% | -4.3% | -28.0% | -31.4% |
| 6M | -42.1% | +28.4% | -70.5% | -43.2% |
| YTD | +61.9% | +59.4% | +2.5% | +63.6% |
| 1Y | +163.0% | +64.8% | +98.2% | +176.7% |
| All | +163.0% | +63.8% | +99.2% | +176.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling