+610.9%
LITE vs CIFR
-18.8%
+629.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.9% | +1.8% | +9.1% |
| 7D | +3.4% | +9.4% | -6.0% | +2.1% |
| 30D | -34.9% | -45.3% | +10.4% | -28.1% |
| 3M | -21.0% | -58.7% | +37.7% | -8.8% |
| 6M | -38.5% | -64.9% | +26.5% | -27.7% |
| YTD | +75.8% | -51.8% | +127.7% | +93.7% |
| 1Y | +156.7% | -61.9% | +218.6% | +191.5% |
| 3Y | +1,498.6% | +138.6% | +1,360.0% | +1,219.3% |
| 5Y | +610.9% | -13.0% | +623.9% | +393.9% |
| All | +610.9% | -18.8% | +629.7% | +393.9% |
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