+541.2%
LITE vs CLX
-23.2%
+564.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.6% |
| 7D | -13.9% | +13.6% | -27.6% | -12.0% |
| 30D | -46.9% | +29.1% | -76.0% | -44.5% |
| 3M | -28.0% | +1.6% | -29.6% | -26.9% |
| 6M | -35.2% | +18.7% | -53.9% | -33.0% |
| YTD | +58.9% | +11.1% | +47.8% | +65.0% |
| 1Y | +125.3% | +7.0% | +118.3% | +134.3% |
| 3Y | +1,344.4% | -10.0% | +1,354.4% | +1,392.3% |
| 5Y | +541.2% | -22.6% | +563.8% | +549.9% |
| All | +541.2% | -23.2% | +564.4% | +549.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling