+1,721.9%
LITE vs CF
+542.5%
+1,179.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.5% | -6.9% |
| 7D | -31.4% | -6.9% | -24.6% | -30.3% |
| 30D | -42.6% | -3.7% | -38.8% | -42.2% |
| 3M | -26.2% | -5.0% | -21.3% | -25.9% |
| 6M | -35.8% | -10.5% | -25.3% | -35.1% |
| YTD | +70.0% | +46.5% | +23.5% | +47.0% |
| 1Y | +232.7% | +34.8% | +197.9% | +193.6% |
| 3Y | +1,365.7% | +46.7% | +1,319.1% | +1,127.5% |
| 5Y | +609.5% | +112.0% | +497.5% | +386.4% |
| 10Y | +1,721.9% | +529.7% | +1,192.2% | +837.7% |
| All | +1,721.9% | +542.5% | +1,179.5% | +837.7% |
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