+1,402.3%
LITE vs CF
+561.7%
+840.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.5% |
| 7D | -35.9% | -3.2% | -32.8% | -35.6% |
| 30D | -51.5% | +4.3% | -55.9% | -52.2% |
| 3M | -35.7% | +2.8% | -38.5% | -36.8% |
| 6M | -43.0% | +0.6% | -43.6% | -44.0% |
| YTD | +46.1% | +56.6% | -10.5% | +24.1% |
| 1Y | +124.7% | +49.6% | +75.1% | +92.9% |
| 3Y | +1,172.1% | +61.5% | +1,110.6% | +938.1% |
| 5Y | +477.0% | +124.0% | +353.1% | +290.5% |
| All | +1,402.3% | +561.7% | +840.6% | +658.0% |
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