+1,618.0%
LITE vs IFF
-13.3%
+1,631.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.9% |
| 7D | -12.9% | -10.8% | -2.1% | -9.2% |
| 30D | -46.0% | -0.1% | -45.8% | -46.3% |
| 3M | -33.0% | -1.2% | -31.8% | -33.4% |
| 6M | -34.0% | +5.2% | -39.3% | -37.0% |
| YTD | +61.7% | +27.3% | +34.4% | +39.6% |
| 1Y | +148.3% | +39.2% | +109.1% | +104.9% |
| 3Y | +1,408.5% | +26.1% | +1,382.4% | +1,177.9% |
| 5Y | +546.2% | -37.0% | +583.2% | +624.9% |
| All | +1,618.0% | -13.3% | +1,631.3% | +1,232.8% |
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