+1,402.3%
LITE vs CLS
+1,628.1%
-225.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | -35.9% | -22.2% | -13.8% | -25.9% |
| 30D | -51.5% | -44.4% | -7.1% | -33.2% |
| 3M | -35.7% | -34.3% | -1.4% | -18.7% |
| 6M | -43.0% | -50.1% | +7.1% | -18.1% |
| YTD | +46.1% | -30.1% | +76.2% | +76.4% |
| 1Y | +124.7% | -39.3% | +164.1% | +192.9% |
| 3Y | +1,172.1% | +732.7% | +439.3% | +436.9% |
| 5Y | +477.0% | +1,777.2% | -1,300.2% | +71.9% |
| All | +1,402.3% | +1,628.1% | -225.8% | +298.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling