+1,563.7%
LITE vs CLS
+1,229.1%
+334.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.5% |
| 7D | -1.5% | +4.6% | -6.1% | -5.1% |
| 30D | +6.7% | -13.9% | +20.6% | +15.5% |
| 3M | -6.8% | -26.6% | +19.8% | +10.8% |
| 6M | +29.4% | +15.4% | +14.0% | +15.9% |
| YTD | +139.1% | +5.7% | +133.4% | +121.8% |
| 1Y | +521.0% | +41.1% | +479.9% | +396.4% |
| All | +1,563.7% | +1,229.1% | +334.5% | +375.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling