+1,426.5%
LITE vs CLS
+895.8%
+530.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.6% | -8.2% | -6.7% |
| 7D | +22.6% | +23.5% | -1.0% | +6.6% |
| 30D | -36.8% | -28.9% | -7.8% | -20.3% |
| 3M | -33.0% | -25.2% | -7.8% | -18.6% |
| 6M | -37.1% | -32.1% | -5.0% | -20.3% |
| YTD | +69.5% | -14.1% | +83.5% | +81.8% |
| 1Y | +146.1% | -24.1% | +170.2% | +187.1% |
| All | +1,426.5% | +895.8% | +530.7% | +336.5% |
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