+1,568.0%
LITE vs IAG
+384.2%
+1,183.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.9% |
| 7D | +22.6% | -2.1% | +24.6% | +22.9% |
| 30D | -36.8% | -6.2% | -30.6% | -36.3% |
| 3M | -33.0% | -5.1% | -27.9% | -32.7% |
| 6M | -37.1% | -10.0% | -27.1% | -36.5% |
| YTD | +69.5% | +3.9% | +65.5% | +66.8% |
| 1Y | +146.1% | +18.9% | +127.2% | +139.1% |
| 3Y | +1,440.8% | +651.8% | +789.1% | +1,156.9% |
| 5Y | +580.4% | +416.3% | +164.2% | +451.1% |
| All | +1,568.0% | +384.2% | +1,183.8% | +1,218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling