+889.1%
LITE vs CLBK
+59.4%
+829.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.2% |
| 7D | -35.9% | +0.6% | -36.6% | -36.1% |
| 30D | -51.5% | +2.9% | -54.4% | -52.4% |
| 3M | -35.7% | +3.0% | -38.7% | -36.8% |
| 6M | -43.0% | +27.3% | -70.2% | -49.6% |
| YTD | +46.1% | +58.0% | -11.9% | +15.6% |
| 1Y | +124.7% | +62.4% | +62.3% | +75.1% |
| 3Y | +1,172.1% | +46.9% | +1,125.1% | +922.1% |
| 5Y | +477.0% | +25.3% | +451.8% | +367.4% |
| All | +889.1% | +59.4% | +829.7% | +574.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling