+5,083.9%
LITE vs CLF
+425.9%
+4,657.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.6% |
| 7D | -1.5% | +7.6% | -9.1% | -3.0% |
| 30D | +6.7% | -1.2% | +7.8% | +6.8% |
| 3M | -6.8% | -13.4% | +6.6% | -4.9% |
| 6M | +29.4% | +15.4% | +14.0% | +24.6% |
| YTD | +139.1% | -5.9% | +145.0% | +137.0% |
| 1Y | +521.0% | +18.8% | +502.2% | +484.2% |
| 3Y | +1,535.3% | -19.4% | +1,554.7% | +1,489.2% |
| 5Y | +889.8% | -47.7% | +937.6% | +896.5% |
| 10Y | +2,400.7% | +130.4% | +2,270.3% | +1,795.8% |
| All | +5,083.9% | +425.9% | +4,657.9% | +3,885.5% |
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 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