+1,568.0%
LITE vs CLF
+80.0%
+1,488.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +22.6% | +16.0% | +6.6% | +17.8% |
| 30D | -36.8% | +1.6% | -38.4% | -36.8% |
| 3M | -33.0% | +6.7% | -39.7% | -34.1% |
| 6M | -37.1% | +21.1% | -58.2% | -41.0% |
| YTD | +69.5% | -1.6% | +71.1% | +65.3% |
| 1Y | +146.1% | +18.5% | +127.6% | +129.8% |
| 3Y | +1,440.8% | -21.0% | +1,461.9% | +1,381.6% |
| 5Y | +580.4% | -41.4% | +621.8% | +569.8% |
| All | +1,568.0% | +80.0% | +1,488.0% | +902.0% |
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