+446.1%
LITE vs CLF
-49.8%
+495.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -12.2% | -6.4% | -14.8% |
| 7D | -44.6% | -21.0% | -23.6% | -40.0% |
| 30D | -55.0% | -8.0% | -47.0% | -53.6% |
| 3M | -38.3% | -10.9% | -27.4% | -36.1% |
| 6M | -48.8% | +5.8% | -54.6% | -50.3% |
| YTD | +38.3% | -15.1% | +53.4% | +40.5% |
| 1Y | +119.0% | +7.2% | +111.8% | +108.4% |
| 3Y | +1,092.0% | -34.2% | +1,126.2% | +1,080.1% |
| 5Y | +446.1% | -49.6% | +495.7% | +451.1% |
| All | +446.1% | -49.8% | +495.8% | +451.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling