+119.0%
LITE vs CF
+42.3%
+76.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +6.2% | -24.8% | -16.8% |
| 7D | -44.6% | +0.4% | -45.0% | -44.1% |
| 30D | -55.0% | +2.2% | -57.2% | -54.2% |
| 3M | -38.3% | +2.1% | -40.4% | -36.9% |
| 6M | -48.8% | -6.5% | -42.2% | -49.3% |
| YTD | +38.3% | +55.6% | -17.3% | +69.2% |
| 1Y | +119.0% | +42.3% | +76.7% | +164.9% |
| All | +119.0% | +42.3% | +76.7% | +164.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling