+124.7%
LITE vs CF
+46.5%
+78.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.9% |
| 7D | -35.9% | -3.2% | -32.8% | -36.1% |
| 30D | -51.5% | +4.3% | -55.9% | -50.4% |
| 3M | -35.7% | +2.8% | -38.5% | -34.2% |
| 6M | -43.0% | +0.6% | -43.6% | -42.2% |
| YTD | +46.1% | +56.6% | -10.5% | +79.0% |
| 1Y | +124.7% | +49.6% | +75.1% | +174.4% |
| All | +124.7% | +46.5% | +78.2% | +174.4% |
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