-46.0%
LITE vs IAG
-1.3%
-44.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.8% | -18.7% |
| 7D | -44.6% | +4.5% | -49.1% | -45.8% |
| 30D | -55.0% | -5.7% | -49.4% | -53.5% |
| 3M | -38.3% | +10.1% | -48.4% | -42.3% |
| All | -46.0% | -1.3% | -44.7% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling