+124.7%
LITE vs CI
+15.7%
+109.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +4.6% |
| 7D | -35.9% | -1.6% | -34.4% | -36.3% |
| 30D | -51.5% | +5.4% | -56.9% | -50.5% |
| 3M | -35.7% | +7.3% | -43.0% | -34.1% |
| 6M | -43.0% | +5.3% | -48.3% | -41.2% |
| YTD | +46.1% | +8.5% | +37.6% | +52.5% |
| 1Y | +124.7% | +17.1% | +107.6% | +149.4% |
| All | +124.7% | +15.7% | +109.0% | +149.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling