+129.4%
LITE vs CRL
+111.4%
+18.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +9.3% |
| 7D | -12.9% | +4.4% | -17.3% | -13.8% |
| 30D | -46.0% | +17.1% | -63.0% | -46.6% |
| 3M | -33.0% | +32.1% | -65.1% | -34.8% |
| 6M | -34.0% | +98.9% | -133.0% | -39.9% |
| YTD | +61.7% | +77.1% | -15.4% | +49.6% |
| All | +129.4% | +111.4% | +18.0% | +104.2% |
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