+1,358.0%
LITE vs IAG
+663.0%
+695.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -4.8% |
| 7D | +10.8% | -7.7% | +18.5% | +13.3% |
| 30D | -33.4% | +1.6% | -35.0% | -34.0% |
| 3M | -32.2% | -2.4% | -29.8% | -32.2% |
| 6M | -42.1% | -7.8% | -34.3% | -41.6% |
| YTD | +61.9% | +5.0% | +56.8% | +54.2% |
| 1Y | +163.0% | +25.7% | +137.3% | +140.3% |
| 3Y | +1,358.0% | +694.5% | +663.5% | +796.6% |
| All | +1,358.0% | +663.0% | +695.0% | +796.6% |
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