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  • LITE vs CLS✓SelectedUSD · CLSLITE vs CLS performance historyLatest closeAs of-18.68%11/05
Stock and ETF performance explorer

LITE vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,898.2%
CLS return
+1,636.8%
Excess return
+1,261.4%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
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