+1,172.1%
LITE vs CLS
+703.9%
+468.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.3% |
| 7D | -35.9% | -22.2% | -13.8% | -23.4% |
| 30D | -51.5% | -44.4% | -7.1% | -28.1% |
| 3M | -35.7% | -34.3% | -1.4% | -14.5% |
| 6M | -43.0% | -50.1% | +7.1% | -11.6% |
| YTD | +46.1% | -30.1% | +76.2% | +79.6% |
| 1Y | +124.7% | -39.3% | +164.1% | +203.5% |
| 3Y | +1,172.1% | +732.7% | +439.3% | +279.3% |
| All | +1,172.1% | +703.9% | +468.2% | +279.3% |
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