+2,331.0%
LITE vs CI
+145.0%
+2,186.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +6.7% | +4.4% | +2.2% | +5.4% |
| 3M | -6.8% | +0.7% | -7.4% | -7.5% |
| 6M | +29.4% | +0.3% | +29.1% | +28.2% |
| YTD | +139.1% | +3.8% | +135.3% | +134.3% |
| 1Y | +521.0% | -5.5% | +526.5% | +518.6% |
| 3Y | +1,535.3% | +8.1% | +1,527.2% | +1,384.4% |
| 5Y | +889.8% | +42.8% | +847.0% | +680.3% |
| All | +2,331.0% | +145.0% | +2,186.1% | +1,381.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling