+1,618.0%
LITE vs CI
+141.7%
+1,476.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.5% |
| 7D | -12.9% | +0.1% | -13.0% | -13.0% |
| 30D | -46.0% | +4.7% | -50.6% | -46.7% |
| 3M | -33.0% | +5.2% | -38.3% | -34.3% |
| 6M | -34.0% | +3.8% | -37.8% | -35.5% |
| YTD | +61.7% | +9.2% | +52.5% | +55.7% |
| 1Y | +148.3% | +14.3% | +134.0% | +135.7% |
| 3Y | +1,408.5% | +8.4% | +1,400.1% | +1,271.8% |
| 5Y | +546.2% | +50.0% | +496.1% | +401.1% |
| All | +1,618.0% | +141.7% | +1,476.4% | +873.9% |
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