+3,586.8%
LITE vs CLF
+440.2%
+3,146.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -9.2% | +1.3% | -6.0% |
| 7D | -31.4% | -7.9% | -23.5% | -30.3% |
| 30D | -42.6% | +5.2% | -47.8% | -43.2% |
| 3M | -26.2% | +4.3% | -30.5% | -27.2% |
| 6M | -35.8% | +25.3% | -61.1% | -39.4% |
| YTD | +70.0% | -3.3% | +73.4% | +67.2% |
| 1Y | +232.7% | +20.2% | +212.5% | +214.6% |
| 3Y | +1,365.7% | -25.0% | +1,390.7% | +1,338.0% |
| 5Y | +609.5% | -42.1% | +651.6% | +603.9% |
| 10Y | +1,721.9% | +139.1% | +1,582.8% | +1,269.6% |
| All | +3,586.8% | +440.2% | +3,146.5% | +2,711.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling