+901.5%
LITE vs CRL
-35.5%
+937.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | +6.7% | +10.7% | -4.0% | +3.1% |
| 3M | -6.8% | +55.3% | -62.0% | -20.2% |
| 6M | +29.4% | +60.7% | -31.2% | +8.2% |
| YTD | +139.1% | +44.6% | +94.5% | +105.7% |
| 1Y | +521.0% | +77.7% | +443.2% | +390.1% |
| 3Y | +1,535.3% | +37.6% | +1,497.7% | +1,251.7% |
| All | +901.5% | -35.5% | +937.1% | +831.4% |
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