+1,402.3%
LITE vs CLX
+19.4%
+1,383.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | -35.9% | +13.6% | -49.5% | -36.1% |
| 30D | -51.5% | +23.4% | -74.9% | -51.8% |
| 3M | -35.7% | -2.8% | -32.9% | -35.5% |
| 6M | -43.0% | +14.0% | -56.9% | -43.6% |
| YTD | +46.1% | +4.2% | +41.9% | +45.7% |
| 1Y | +124.7% | -1.2% | +125.9% | +125.5% |
| 3Y | +1,172.1% | -12.7% | +1,184.7% | +1,175.5% |
| 5Y | +477.0% | -26.5% | +503.5% | +487.2% |
| All | +1,402.3% | +19.4% | +1,383.0% | +1,114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling