+2,898.2%
LITE vs CRL
+312.4%
+2,585.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.1% | -14.6% | -17.0% |
| 7D | -44.6% | -16.8% | -27.8% | -39.6% |
| 30D | -55.0% | +2.6% | -57.7% | -55.0% |
| 3M | -38.3% | +20.1% | -58.4% | -42.5% |
| 6M | -48.8% | +68.8% | -117.6% | -59.6% |
| YTD | +38.3% | +56.9% | -18.6% | +11.0% |
| 1Y | +119.0% | +86.7% | +32.3% | +62.7% |
| 3Y | +1,092.0% | +72.1% | +1,019.9% | +756.3% |
| 5Y | +446.1% | -16.6% | +462.6% | +430.6% |
| 10Y | +1,381.7% | +359.0% | +1,022.6% | +522.3% |
| All | +2,898.2% | +312.4% | +2,585.9% | +1,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling