+124.7%
LITE vs CLF
+9.8%
+114.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.0% |
| 7D | -35.9% | -19.6% | -16.4% | -30.0% |
| 30D | -51.5% | -5.0% | -46.5% | -50.0% |
| 3M | -35.7% | -6.3% | -29.4% | -33.8% |
| 6M | -43.0% | +2.8% | -45.7% | -42.9% |
| YTD | +46.1% | -13.7% | +59.8% | +43.5% |
| 1Y | +124.7% | +13.6% | +111.1% | +69.1% |
| All | +124.7% | +9.8% | +114.9% | +69.1% |
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