+1,331.0%
LITE vs IAG
+715.9%
+615.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | +0.1% |
| 7D | -13.9% | +16.8% | -30.8% | -17.9% |
| 30D | -46.9% | -1.5% | -45.4% | -46.8% |
| 3M | -28.0% | +0.5% | -28.5% | -28.5% |
| 6M | -35.2% | -1.0% | -34.2% | -35.9% |
| YTD | +58.9% | +12.3% | +46.6% | +48.6% |
| 1Y | +125.3% | +39.2% | +86.1% | +100.8% |
| All | +1,331.0% | +715.9% | +615.2% | +764.2% |
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