+521.0%
LITE vs CLS
+47.9%
+473.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.4% |
| 7D | -1.5% | +4.6% | -6.1% | -5.6% |
| 30D | +6.7% | -13.9% | +20.6% | +17.0% |
| 3M | -6.8% | -26.6% | +19.8% | +14.3% |
| 6M | +29.4% | +15.4% | +14.0% | +9.3% |
| YTD | +139.1% | +5.7% | +133.4% | +108.2% |
| 1Y | +521.0% | +41.1% | +479.9% | +341.7% |
| All | +521.0% | +47.9% | +473.1% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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