+5,083.9%
LITE vs CLX
+16.3%
+5,067.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.1% |
| 7D | -1.5% | -9.2% | +7.7% | -1.0% |
| 30D | +6.7% | -11.0% | +17.7% | +7.3% |
| 3M | -6.8% | +5.0% | -11.8% | -7.8% |
| 6M | +29.4% | -18.8% | +48.3% | +32.0% |
| YTD | +139.1% | -4.4% | +143.5% | +138.5% |
| 1Y | +521.0% | -21.9% | +542.8% | +536.7% |
| 3Y | +1,535.3% | -32.8% | +1,568.0% | +1,600.2% |
| 5Y | +889.8% | -34.6% | +924.4% | +915.9% |
| 10Y | +2,400.7% | -4.7% | +2,405.4% | +2,203.2% |
| All | +5,083.9% | +16.3% | +5,067.6% | +4,327.8% |
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