+232.7%
LITE vs IAG
+56.5%
+176.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +10.2% | -18.1% | -12.2% |
| 7D | -31.4% | +1.1% | -32.5% | -32.2% |
| 30D | -42.6% | -5.3% | -37.3% | -41.3% |
| 3M | -26.2% | +18.0% | -44.3% | -32.7% |
| 6M | -35.8% | +7.1% | -42.9% | -39.6% |
| YTD | +70.0% | +5.9% | +64.1% | +31.2% |
| 1Y | +232.7% | +59.4% | +173.3% | +36.7% |
| All | +232.7% | +56.5% | +176.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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