+446.1%
LITE vs CF
+125.5%
+320.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +6.2% | -24.8% | -18.8% |
| 7D | -44.6% | +0.4% | -45.0% | -44.5% |
| 30D | -55.0% | +2.2% | -57.2% | -55.0% |
| 3M | -38.3% | +2.1% | -40.4% | -38.4% |
| 6M | -48.8% | -6.5% | -42.2% | -48.7% |
| YTD | +38.3% | +55.6% | -17.3% | +29.3% |
| 1Y | +119.0% | +42.3% | +76.7% | +106.9% |
| 3Y | +1,092.0% | +55.7% | +1,036.3% | +989.5% |
| 5Y | +446.1% | +122.4% | +323.6% | +387.7% |
| All | +446.1% | +125.5% | +320.6% | +387.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling