+2,614.7%
LITE vs IFF
-21.7%
+2,636.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +13.6% | -3.0% | +16.6% | +14.9% |
| 30D | +21.6% | -0.9% | +22.5% | +21.6% |
| 3M | +20.3% | +11.8% | +8.5% | +13.5% |
| 6M | +54.4% | +16.5% | +37.8% | +39.8% |
| YTD | +168.3% | +26.5% | +141.8% | +133.2% |
| 1Y | +551.8% | +32.7% | +519.1% | +451.9% |
| 3Y | +1,891.5% | +32.0% | +1,859.5% | +1,554.5% |
| 5Y | +1,014.7% | -36.1% | +1,050.8% | +1,150.6% |
| 10Y | +2,614.7% | -20.1% | +2,634.8% | +2,384.8% |
| All | +2,614.7% | -21.7% | +2,636.5% | +2,384.8% |
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