+490.8%
LITE vs CLBK
+24.6%
+466.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.3% |
| 7D | -35.9% | +0.6% | -36.6% | -36.1% |
| 30D | -51.5% | +2.9% | -54.4% | -52.2% |
| 3M | -35.7% | +3.0% | -38.7% | -36.6% |
| 6M | -43.0% | +27.3% | -70.2% | -48.4% |
| YTD | +46.1% | +58.0% | -11.9% | +20.9% |
| 1Y | +124.7% | +62.4% | +62.3% | +83.6% |
| 3Y | +1,172.1% | +46.9% | +1,125.1% | +967.2% |
| All | +490.8% | +24.6% | +466.2% | +396.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling