+3,586.8%
LITE vs CI
+116.4%
+3,470.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.4% | -11.2% | -8.5% |
| 7D | -31.4% | +3.5% | -35.0% | -31.9% |
| 30D | -42.6% | +12.6% | -55.2% | -44.3% |
| 3M | -26.2% | +12.1% | -38.3% | -28.5% |
| 6M | -35.8% | +10.6% | -46.4% | -38.1% |
| YTD | +70.0% | +12.8% | +57.2% | +62.9% |
| 1Y | +232.7% | +18.0% | +214.7% | +214.2% |
| 3Y | +1,365.7% | +4.2% | +1,361.5% | +1,268.6% |
| 5Y | +609.5% | +57.2% | +552.2% | +457.9% |
| 10Y | +1,721.9% | +179.3% | +1,542.6% | +1,121.9% |
| All | +3,586.8% | +116.4% | +3,470.4% | +2,381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling