+163.0%
LITE vs CLF
+15.2%
+147.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.2% |
| 7D | +10.8% | +10.4% | +0.4% | +6.6% |
| 30D | -33.4% | +0.6% | -34.0% | -33.1% |
| 3M | -32.2% | +4.1% | -36.3% | -32.8% |
| 6M | -42.1% | +15.1% | -57.2% | -44.6% |
| YTD | +61.9% | -4.7% | +66.6% | +51.9% |
| 1Y | +163.0% | +20.4% | +142.6% | +77.5% |
| All | +163.0% | +15.2% | +147.8% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling