+1,380.3%
LITE vs CF
+47.5%
+1,332.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.5% | -8.0% |
| 7D | -31.4% | -6.9% | -24.6% | -31.5% |
| 30D | -42.6% | -3.7% | -38.8% | -42.6% |
| 3M | -26.2% | -5.0% | -21.3% | -26.3% |
| 6M | -35.8% | -10.5% | -25.3% | -36.1% |
| YTD | +70.0% | +46.5% | +23.5% | +58.0% |
| 1Y | +232.7% | +34.8% | +197.9% | +213.3% |
| All | +1,380.3% | +47.5% | +1,332.7% | +1,127.9% |
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 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