+1,103.8%
LITE vs IAG
+573.1%
+530.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.8% | -18.7% |
| 7D | -44.6% | +4.5% | -49.1% | -45.5% |
| 30D | -55.0% | -5.7% | -49.4% | -54.4% |
| 3M | -38.3% | +10.1% | -48.4% | -40.3% |
| 6M | -48.8% | +7.3% | -56.0% | -50.5% |
| YTD | +38.3% | +6.1% | +32.2% | +31.4% |
| 1Y | +119.0% | +46.8% | +72.2% | +93.7% |
| All | +1,103.8% | +573.1% | +530.7% | +664.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling