+551.8%
LITE vs IFF
+31.7%
+520.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +0.8% |
| 7D | +13.6% | -3.0% | +16.6% | +13.0% |
| 30D | +21.6% | -0.9% | +22.5% | +21.5% |
| 3M | +20.3% | +11.8% | +8.5% | +22.6% |
| 6M | +54.4% | +16.5% | +37.8% | +58.7% |
| YTD | +168.3% | +26.5% | +141.8% | +163.0% |
| 1Y | +551.8% | +32.7% | +519.1% | +476.7% |
| All | +551.8% | +31.7% | +520.1% | +476.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling