+1,533.3%
LITE vs CLF
+92.7%
+1,440.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.0% | +3.7% | +8.8% |
| 7D | -12.9% | -14.1% | +1.2% | -8.7% |
| 30D | -46.0% | -5.5% | -40.4% | -44.9% |
| 3M | -33.0% | 0.0% | -33.0% | -33.0% |
| 6M | -34.0% | +11.3% | -45.3% | -36.7% |
| YTD | +61.7% | -7.7% | +69.4% | +60.6% |
| 1Y | +148.3% | +17.5% | +130.7% | +132.4% |
| 3Y | +1,408.5% | -25.4% | +1,433.9% | +1,374.4% |
| 5Y | +546.2% | -46.0% | +592.1% | +550.1% |
| 10Y | +1,533.3% | +80.1% | +1,453.2% | +934.5% |
| All | +1,533.3% | +92.7% | +1,440.6% | +934.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling