+610.9%
LITE vs CLBK
+27.8%
+583.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | +3.4% | +2.2% | +1.2% | +2.8% |
| 30D | -34.9% | +5.0% | -39.9% | -36.2% |
| 3M | -21.0% | +3.3% | -24.3% | -22.1% |
| 6M | -38.5% | +29.6% | -68.1% | -44.7% |
| YTD | +75.8% | +62.1% | +13.7% | +44.1% |
| 1Y | +156.7% | +64.3% | +92.3% | +108.8% |
| 3Y | +1,498.6% | +55.6% | +1,443.0% | +1,218.9% |
| 5Y | +610.9% | +29.3% | +581.6% | +491.2% |
| All | +610.9% | +27.8% | +583.1% | +491.2% |
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