+901.5%
LITE vs CLX
-34.6%
+936.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +3.8% |
| 7D | -1.5% | -9.2% | +7.7% | -2.7% |
| 30D | +6.7% | -11.0% | +17.7% | +5.3% |
| 3M | -6.8% | +5.0% | -11.8% | -6.5% |
| 6M | +29.4% | -18.8% | +48.3% | +30.1% |
| YTD | +139.1% | -4.4% | +143.5% | +140.7% |
| 1Y | +521.0% | -21.9% | +542.8% | +529.8% |
| 3Y | +1,535.3% | -32.8% | +1,568.0% | +1,558.6% |
| All | +901.5% | -34.6% | +936.2% | +870.6% |
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