+2,331.0%
LITE vs CLS
+2,757.7%
-426.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | -1.5% | +4.6% | -6.1% | -4.4% |
| 30D | +6.7% | -13.9% | +20.6% | +14.0% |
| 3M | -6.8% | -26.6% | +19.8% | +7.7% |
| 6M | +29.4% | +15.4% | +14.0% | +19.9% |
| YTD | +139.1% | +5.7% | +133.4% | +128.5% |
| 1Y | +521.0% | +41.1% | +479.9% | +428.2% |
| 3Y | +1,535.3% | +1,228.6% | +306.7% | +433.5% |
| 5Y | +889.8% | +3,240.6% | -2,350.8% | +119.5% |
| All | +2,331.0% | +2,757.7% | -426.7% | +436.9% |
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