+1,321.8%
LITE vs CI
+173.7%
+1,148.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.4% | -18.4% |
| 7D | -44.6% | +1.0% | -45.6% | -44.7% |
| 30D | -55.0% | +9.9% | -64.9% | -56.1% |
| 3M | -38.3% | +12.1% | -50.4% | -40.3% |
| 6M | -48.8% | +10.6% | -59.4% | -50.7% |
| YTD | +38.3% | +11.4% | +26.9% | +32.6% |
| 1Y | +119.0% | +18.8% | +100.2% | +105.9% |
| 3Y | +1,092.0% | +2.9% | +1,089.1% | +1,010.5% |
| 5Y | +446.1% | +54.5% | +391.5% | +320.2% |
| All | +1,321.8% | +173.7% | +1,148.1% | +692.7% |
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