+129.4%
LITE vs IAG
+52.4%
+77.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +8.4% |
| 7D | -12.9% | +24.0% | -36.9% | -20.2% |
| 30D | -46.0% | +5.5% | -51.5% | -47.0% |
| 3M | -33.0% | +8.3% | -41.3% | -35.5% |
| 6M | -34.0% | +6.1% | -40.1% | -37.1% |
| YTD | +61.7% | +20.3% | +41.4% | +24.2% |
| All | +129.4% | +52.4% | +77.0% | +33.4% |
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