+901.5%
LITE vs CLBK
+42.8%
+858.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | +6.7% | +9.1% | -2.5% | +3.3% |
| 3M | -6.8% | +27.7% | -34.4% | -15.4% |
| 6M | +29.4% | +40.8% | -11.4% | +12.8% |
| YTD | +139.1% | +66.4% | +72.7% | +94.5% |
| 1Y | +521.0% | +72.4% | +448.6% | +395.6% |
| 3Y | +1,535.3% | +50.7% | +1,484.6% | +1,257.2% |
| All | +901.5% | +42.8% | +858.8% | +703.7% |
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 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