+640.7%
LITE vs CIFR
-28.1%
+668.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | +22.6% | +28.8% | -6.3% | +17.5% |
| 30D | -36.8% | -36.9% | +0.2% | -32.0% |
| 3M | -33.0% | -60.0% | +27.0% | -22.9% |
| 6M | -37.1% | -64.4% | +27.3% | -26.8% |
| YTD | +69.5% | -51.6% | +121.0% | +85.7% |
| 1Y | +146.1% | -58.9% | +205.0% | +175.3% |
| 3Y | +1,440.8% | +139.9% | +1,300.9% | +1,193.1% |
| 5Y | +580.4% | -15.1% | +595.5% | +414.6% |
| All | +640.7% | -28.1% | +668.9% | +440.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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