+1,103.8%
LITE vs CI
+2.7%
+1,101.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.4% | -18.9% |
| 7D | -44.6% | +1.0% | -45.6% | -44.5% |
| 30D | -55.0% | +9.9% | -64.9% | -54.3% |
| 3M | -38.3% | +12.1% | -50.4% | -37.1% |
| 6M | -48.8% | +10.6% | -59.4% | -47.7% |
| YTD | +38.3% | +11.4% | +26.9% | +41.3% |
| 1Y | +119.0% | +18.8% | +100.2% | +125.4% |
| All | +1,103.8% | +2.7% | +1,101.1% | +1,120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling