+232.7%
LITE vs CLX
-6.5%
+239.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.7% | -13.6% | -3.9% |
| 7D | -31.4% | +14.2% | -45.6% | -24.5% |
| 30D | -42.6% | +22.7% | -65.3% | -33.5% |
| 3M | -26.2% | -2.8% | -23.5% | -25.3% |
| 6M | -35.8% | +17.7% | -53.5% | -27.5% |
| YTD | +70.0% | +3.3% | +66.7% | +121.2% |
| 1Y | +232.7% | -5.6% | +238.4% | +319.5% |
| All | +232.7% | -6.5% | +239.3% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling