+504.4%
LITE vs CIFR
-44.2%
+548.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.6% | -4.1% | -16.3% |
| 7D | -44.6% | -31.5% | -13.1% | -41.0% |
| 30D | -55.0% | -64.2% | +9.2% | -47.1% |
| 3M | -38.3% | -70.3% | +32.0% | -25.5% |
| 6M | -48.8% | -74.9% | +26.1% | -37.1% |
| YTD | +38.3% | -62.4% | +100.7% | +58.0% |
| 1Y | +119.0% | -77.5% | +196.5% | +165.8% |
| 3Y | +1,092.0% | +35.4% | +1,056.6% | +968.0% |
| 5Y | +446.1% | -37.4% | +483.5% | +330.9% |
| All | +504.4% | -44.2% | +548.6% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling