+1,172.1%
LITE vs IFF
+22.4%
+1,149.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.3% | +10.0% | +6.2% |
| 7D | -35.9% | -11.2% | -24.8% | -35.0% |
| 30D | -51.5% | -1.8% | -49.8% | -51.7% |
| 3M | -35.7% | -1.8% | -33.9% | -36.0% |
| 6M | -43.0% | +0.6% | -43.6% | -43.5% |
| YTD | +46.1% | +24.6% | +21.6% | +31.1% |
| 1Y | +124.7% | +34.4% | +90.3% | +93.1% |
| 3Y | +1,172.1% | +22.1% | +1,150.0% | +878.9% |
| All | +1,172.1% | +22.4% | +1,149.6% | +878.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling