+1,493.1%
LITE vs CLS
+1,916.3%
-423.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -1.6% |
| 7D | +10.8% | +16.3% | -5.5% | +2.3% |
| 30D | -33.4% | -25.7% | -7.8% | -21.4% |
| 3M | -32.2% | -30.9% | -1.4% | -16.8% |
| 6M | -42.1% | -35.5% | -6.6% | -27.2% |
| YTD | +61.9% | -18.7% | +80.6% | +80.5% |
| 1Y | +163.0% | -17.9% | +180.9% | +194.9% |
| 3Y | +1,358.0% | +838.1% | +519.9% | +474.9% |
| 5Y | +549.9% | +1,971.9% | -1,422.0% | +82.2% |
| All | +1,493.1% | +1,916.3% | -423.2% | +293.0% |
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