+2,331.0%
LITE vs CF
+569.3%
+1,761.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.7% |
| 7D | -1.5% | +6.0% | -7.5% | -3.0% |
| 30D | +6.7% | +14.8% | -8.2% | +3.0% |
| 3M | -6.8% | +14.1% | -20.8% | -10.3% |
| 6M | +29.4% | +28.5% | +0.9% | +17.8% |
| YTD | +139.1% | +74.9% | +64.1% | +99.1% |
| 1Y | +521.0% | +61.7% | +459.3% | +425.0% |
| 3Y | +1,535.3% | +80.3% | +1,455.0% | +1,206.4% |
| 5Y | +889.8% | +226.0% | +663.9% | +492.7% |
| All | +2,331.0% | +569.3% | +1,761.7% | +986.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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