+5,083.9%
LITE vs IAG
+1,463.4%
+3,620.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +6.7% | +28.9% | -22.2% | +4.0% |
| 3M | -6.8% | +19.1% | -25.9% | -8.4% |
| 6M | +29.4% | -10.3% | +39.7% | +29.8% |
| YTD | +139.1% | +24.2% | +114.9% | +132.7% |
| 1Y | +521.0% | +116.5% | +404.5% | +482.3% |
| 3Y | +1,535.3% | +742.8% | +792.5% | +1,314.2% |
| 5Y | +889.8% | +753.3% | +136.5% | +736.9% |
| 10Y | +2,400.7% | +403.2% | +1,997.5% | +2,034.2% |
| All | +5,083.9% | +1,463.4% | +3,620.5% | +5,673.9% |
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 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