+1,493.1%
LITE vs IFF
-12.5%
+1,505.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | +10.8% | -1.8% | +12.5% | +11.5% |
| 30D | -33.4% | -9.4% | -24.0% | -31.4% |
| 3M | -32.2% | -3.0% | -29.2% | -32.2% |
| 6M | -42.1% | +5.8% | -47.9% | -44.9% |
| YTD | +61.9% | +22.4% | +39.5% | +41.6% |
| 1Y | +163.0% | +23.0% | +139.9% | +129.2% |
| 3Y | +1,358.0% | +21.8% | +1,336.2% | +1,149.8% |
| 5Y | +549.9% | -39.2% | +589.2% | +638.2% |
| All | +1,493.1% | -12.5% | +1,505.6% | +1,117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling