+490.8%
LITE vs CIFR
-29.9%
+520.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +17.9% | -12.3% | +2.6% |
| 7D | -35.9% | -10.2% | -25.7% | -34.8% |
| 30D | -51.5% | -55.0% | +3.5% | -44.7% |
| 3M | -35.7% | -64.1% | +28.3% | -24.2% |
| 6M | -43.0% | -70.1% | +27.2% | -31.4% |
| YTD | +46.1% | -55.7% | +101.8% | +63.1% |
| 1Y | +124.7% | -69.9% | +194.6% | +163.4% |
| 3Y | +1,172.1% | +68.7% | +1,103.4% | +987.3% |
| All | +490.8% | -29.9% | +520.7% | +332.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling