+3,068.2%
LITE vs IAG
+1,332.1%
+1,736.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.2% | -1.5% | +4.9% |
| 7D | -35.9% | +21.4% | -57.4% | -37.3% |
| 30D | -51.5% | +4.0% | -55.6% | -51.7% |
| 3M | -35.7% | +17.0% | -52.8% | -36.8% |
| 6M | -43.0% | +1.4% | -44.4% | -43.2% |
| YTD | +46.1% | +13.8% | +32.4% | +43.3% |
| 1Y | +124.7% | +55.8% | +68.9% | +115.7% |
| 3Y | +1,172.1% | +647.4% | +524.6% | +1,010.2% |
| 5Y | +477.0% | +519.1% | -42.1% | +396.3% |
| 10Y | +1,465.7% | +345.6% | +1,120.1% | +1,242.4% |
| All | +3,068.2% | +1,332.1% | +1,736.1% | +3,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling