+1,402.3%
LITE vs IBB
+156.3%
+1,246.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +3.9% | +4.2% |
| 7D | -35.9% | -1.8% | -34.1% | -34.3% |
| 30D | -51.5% | +5.1% | -56.6% | -53.0% |
| 3M | -35.7% | +10.7% | -46.4% | -41.6% |
| 6M | -43.0% | +22.9% | -65.9% | -53.4% |
| YTD | +46.1% | +26.7% | +19.4% | +16.5% |
| 1Y | +124.7% | +35.1% | +89.6% | +70.0% |
| 3Y | +1,172.1% | +80.2% | +1,091.9% | +657.6% |
| 5Y | +477.0% | +37.8% | +439.2% | +325.6% |
| All | +1,402.3% | +156.3% | +1,246.0% | +605.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling