+1,358.0%
LITE vs CLX
-6.4%
+1,364.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.0% |
| 7D | +10.8% | +9.5% | +1.3% | +14.8% |
| 30D | -33.4% | +30.7% | -64.1% | -25.0% |
| 3M | -32.2% | +4.2% | -36.5% | -29.5% |
| 6M | -42.1% | +22.1% | -64.2% | -35.8% |
| YTD | +61.9% | +14.1% | +47.8% | +81.6% |
| 1Y | +163.0% | +10.3% | +152.7% | +193.8% |
| 3Y | +1,358.0% | -7.8% | +1,365.8% | +1,433.3% |
| All | +1,358.0% | -6.4% | +1,364.4% | +1,433.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling