+2,898.2%
LITE vs CLS
+1,636.8%
+1,261.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.0% | -5.7% | -12.1% |
| 7D | -44.6% | -27.3% | -17.3% | -34.1% |
| 30D | -55.0% | -47.0% | -8.0% | -37.5% |
| 3M | -38.3% | -43.3% | +5.0% | -17.7% |
| 6M | -48.8% | -50.8% | +2.0% | -27.1% |
| YTD | +38.3% | -30.4% | +68.7% | +66.4% |
| 1Y | +119.0% | -41.7% | +160.7% | +187.5% |
| 3Y | +1,092.0% | +701.4% | +390.6% | +453.3% |
| 5Y | +446.1% | +1,767.8% | -1,321.7% | +83.6% |
| 10Y | +1,381.7% | +1,636.8% | -255.1% | +336.0% |
| All | +2,898.2% | +1,636.8% | +1,261.4% | +801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling