+1,408.5%
LITE vs CIFR
+79.2%
+1,329.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.6% | +9.7% |
| 7D | -12.9% | -0.7% | -12.2% | -13.1% |
| 30D | -46.0% | -49.6% | +3.7% | -36.8% |
| 3M | -33.0% | -60.4% | +27.3% | -17.5% |
| 6M | -34.0% | -66.9% | +32.8% | -16.8% |
| YTD | +61.7% | -53.9% | +115.6% | +85.9% |
| 1Y | +148.3% | -67.1% | +215.4% | +202.7% |
| 3Y | +1,408.5% | +118.3% | +1,290.2% | +1,145.2% |
| All | +1,408.5% | +79.2% | +1,329.3% | +1,145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling