+1,533.3%
LITE vs IBN
+368.7%
+1,164.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +10.1% |
| 7D | -12.9% | +14.6% | -27.5% | -17.1% |
| 30D | -46.0% | +23.5% | -69.5% | -50.2% |
| 3M | -33.0% | +14.0% | -47.0% | -36.5% |
| 6M | -34.0% | +31.1% | -65.2% | -40.8% |
| YTD | +61.7% | +16.6% | +45.2% | +51.6% |
| 1Y | +148.3% | +14.9% | +133.4% | +133.7% |
| 3Y | +1,408.5% | +56.9% | +1,351.6% | +1,166.9% |
| 5Y | +546.2% | +69.7% | +476.5% | +425.0% |
| 10Y | +1,533.3% | +365.4% | +1,167.9% | +836.8% |
| All | +1,533.3% | +368.7% | +1,164.7% | +836.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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