+2,898.2%
LITE vs IAG
+1,235.9%
+1,662.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.8% | -18.7% |
| 7D | -44.6% | +4.5% | -49.1% | -44.9% |
| 30D | -55.0% | -5.7% | -49.4% | -54.8% |
| 3M | -38.3% | +10.1% | -48.4% | -39.0% |
| 6M | -48.8% | +7.3% | -56.0% | -49.3% |
| YTD | +38.3% | +6.1% | +32.2% | +36.5% |
| 1Y | +119.0% | +46.8% | +72.2% | +111.5% |
| 3Y | +1,092.0% | +573.1% | +518.9% | +948.9% |
| 5Y | +446.1% | +477.6% | -31.5% | +372.9% |
| 10Y | +1,381.7% | +315.7% | +1,066.0% | +1,179.1% |
| All | +2,898.2% | +1,235.9% | +1,662.4% | +3,287.9% |
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