+1,103.8%
LITE vs IBB
+75.6%
+1,028.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.0% | -13.6% | -14.0% |
| 7D | -44.6% | -3.6% | -41.0% | -42.1% |
| 30D | -55.0% | +3.4% | -58.4% | -55.7% |
| 3M | -38.3% | +9.5% | -47.8% | -43.9% |
| 6M | -48.8% | +23.3% | -72.1% | -59.7% |
| YTD | +38.3% | +24.5% | +13.7% | +7.9% |
| 1Y | +119.0% | +32.9% | +86.1% | +59.7% |
| All | +1,103.8% | +75.6% | +1,028.2% | +502.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling