+1,103.8%
LITE vs CIFR
+31.2%
+1,072.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.6% | -4.1% | -15.1% |
| 7D | -44.6% | -31.5% | -13.1% | -39.3% |
| 30D | -55.0% | -64.2% | +9.2% | -42.8% |
| 3M | -38.3% | -70.3% | +32.0% | -18.5% |
| 6M | -48.8% | -74.9% | +26.1% | -30.8% |
| YTD | +38.3% | -62.4% | +100.7% | +67.3% |
| 1Y | +119.0% | -77.5% | +196.5% | +189.7% |
| All | +1,103.8% | +31.2% | +1,072.6% | +1,005.8% |
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