+490.8%
LITE vs CRL
-10.4%
+501.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.8% | -2.2% | +2.9% |
| 7D | -35.9% | -6.1% | -29.8% | -34.1% |
| 30D | -51.5% | +12.4% | -63.9% | -52.9% |
| 3M | -35.7% | +27.1% | -62.9% | -40.3% |
| 6M | -43.0% | +85.7% | -128.7% | -54.3% |
| YTD | +46.1% | +69.2% | -23.1% | +19.8% |
| 1Y | +124.7% | +97.5% | +27.2% | +73.8% |
| 3Y | +1,172.1% | +86.1% | +1,086.0% | +852.6% |
| All | +490.8% | -10.4% | +501.2% | +431.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling