+1,668.5%
LITE vs IFF
+31.4%
+1,637.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | +6.7% | -2.0% | +8.6% | +7.0% |
| 3M | -6.8% | +18.5% | -25.3% | -10.9% |
| 6M | +29.4% | +11.7% | +17.8% | +25.4% |
| YTD | +139.1% | +29.6% | +109.5% | +115.0% |
| 1Y | +521.0% | +35.0% | +486.0% | +443.9% |
| All | +1,668.5% | +31.4% | +1,637.1% | +1,384.1% |
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