+1,563.7%
LITE vs CF
+73.9%
+1,489.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.0% |
| 7D | -1.5% | +6.0% | -7.5% | -1.7% |
| 30D | +6.7% | +14.8% | -8.2% | +6.4% |
| 3M | -6.8% | +14.1% | -20.8% | -7.2% |
| 6M | +29.4% | +28.5% | +0.9% | +25.2% |
| YTD | +139.1% | +74.9% | +64.1% | +118.5% |
| 1Y | +521.0% | +61.7% | +459.3% | +472.4% |
| All | +1,563.7% | +73.9% | +1,489.8% | +1,292.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling