+19.2%
IWM vs LITE
+468.9%
-449.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -18.7% | +14.1% | -1.6% |
| 7D | -4.6% | -44.6% | +40.0% | +4.0% |
| 30D | -3.7% | -55.0% | +51.3% | +8.2% |
| 3M | -9.4% | -38.3% | +28.9% | -4.5% |
| 6M | -3.6% | -48.8% | +45.1% | +2.7% |
| YTD | +10.8% | +38.3% | -27.5% | -6.1% |
| 1Y | +11.9% | +119.0% | -107.1% | -15.7% |
| 3Y | +60.6% | +1,092.0% | -1,031.4% | -29.1% |
| 5Y | +19.2% | +446.1% | -426.9% | -33.0% |
| All | +19.2% | +468.9% | -449.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 5y: compounded portfolio wealth divided by compounded LITE 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…
5y analysis · Full analysis span regression · 6 months rolling