+1,402.3%
LITE vs CRL
+386.8%
+1,015.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.8% | -2.2% | +2.3% |
| 7D | -35.9% | -6.1% | -29.8% | -33.7% |
| 30D | -51.5% | +12.4% | -63.9% | -53.4% |
| 3M | -35.7% | +27.1% | -62.9% | -41.7% |
| 6M | -43.0% | +85.7% | -128.7% | -57.2% |
| YTD | +46.1% | +69.2% | -23.1% | +12.7% |
| 1Y | +124.7% | +97.5% | +27.2% | +61.3% |
| 3Y | +1,172.1% | +86.1% | +1,086.0% | +770.3% |
| 5Y | +477.0% | -10.0% | +487.1% | +448.5% |
| All | +1,402.3% | +386.8% | +1,015.6% | +410.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling