+538.7%
LITE vs CIFR
-34.2%
+572.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +17.9% | -12.3% | +2.7% |
| 7D | -35.9% | -10.2% | -25.7% | -34.9% |
| 30D | -51.5% | -55.0% | +3.5% | -45.1% |
| 3M | -35.7% | -64.1% | +28.3% | -24.8% |
| 6M | -43.0% | -70.1% | +27.2% | -32.0% |
| YTD | +46.1% | -55.7% | +101.8% | +62.3% |
| 1Y | +124.7% | -69.9% | +194.6% | +161.4% |
| 3Y | +1,172.1% | +68.7% | +1,103.4% | +1,003.4% |
| 5Y | +477.0% | -26.2% | +503.2% | +342.6% |
| All | +538.7% | -34.2% | +572.9% | +372.0% |
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