+521.0%
LITE vs CRL
+78.8%
+442.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.1% |
| 7D | -1.5% | -1.0% | -0.5% | -1.5% |
| 30D | +6.7% | +10.7% | -4.0% | +5.9% |
| 3M | -6.8% | +55.3% | -62.0% | -10.4% |
| 6M | +29.4% | +60.7% | -31.2% | +22.9% |
| YTD | +139.1% | +44.6% | +94.5% | +129.5% |
| 1Y | +521.0% | +77.7% | +443.2% | +476.7% |
| All | +521.0% | +78.8% | +442.1% | +476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling