+2,898.2%
LITE vs CLX
+26.4%
+2,871.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.5% | -19.2% | -18.7% |
| 7D | -44.6% | +12.4% | -57.0% | -44.8% |
| 30D | -55.0% | +21.1% | -76.1% | -55.3% |
| 3M | -38.3% | -3.3% | -35.0% | -38.1% |
| 6M | -48.8% | +18.8% | -67.6% | -49.7% |
| YTD | +38.3% | +3.9% | +34.4% | +37.7% |
| 1Y | +119.0% | -3.8% | +122.8% | +120.2% |
| 3Y | +1,092.0% | -10.5% | +1,102.5% | +1,087.4% |
| 5Y | +446.1% | -26.7% | +472.7% | +455.6% |
| 10Y | +1,381.7% | +19.9% | +1,361.8% | +1,230.3% |
| All | +2,898.2% | +26.4% | +2,871.8% | +2,456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling