+901.5%
LITE vs IAG
+764.1%
+137.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +6.7% | +28.9% | -22.2% | +1.9% |
| 3M | -6.8% | +19.1% | -25.9% | -9.8% |
| 6M | +29.4% | -10.3% | +39.7% | +29.9% |
| YTD | +139.1% | +24.2% | +114.9% | +127.3% |
| 1Y | +521.0% | +116.5% | +404.5% | +453.3% |
| 3Y | +1,535.3% | +742.8% | +792.5% | +1,187.3% |
| All | +901.5% | +764.1% | +137.4% | +630.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling