+129.4%
LITE vs CLS
-34.6%
+164.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.9% | +2.8% | +4.6% |
| 7D | -12.9% | -10.6% | -2.3% | -4.3% |
| 30D | -46.0% | -38.4% | -7.5% | -21.4% |
| 3M | -33.0% | -29.9% | -3.2% | -11.6% |
| 6M | -34.0% | -40.6% | +6.6% | -4.3% |
| YTD | +61.7% | -24.6% | +86.3% | +81.9% |
| All | +129.4% | -34.6% | +164.0% | +199.9% |
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 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