+1,402.3%
LITE vs IAG
+365.5%
+1,036.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.2% | -1.5% | +4.7% |
| 7D | -35.9% | +21.4% | -57.4% | -37.8% |
| 30D | -51.5% | +4.0% | -55.6% | -51.8% |
| 3M | -35.7% | +17.0% | -52.8% | -37.2% |
| 6M | -43.0% | +1.4% | -44.4% | -43.4% |
| YTD | +46.1% | +13.8% | +32.4% | +42.0% |
| 1Y | +124.7% | +55.8% | +68.9% | +111.6% |
| 3Y | +1,172.1% | +647.4% | +524.6% | +929.2% |
| 5Y | +477.0% | +519.1% | -42.1% | +357.1% |
| All | +1,402.3% | +365.5% | +1,036.8% | +1,059.0% |
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