+1,402.3%
LITE vs IBN
+367.6%
+1,034.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +4.3% |
| 7D | -35.9% | +15.1% | -51.0% | -39.2% |
| 30D | -51.5% | +21.6% | -73.2% | -55.1% |
| 3M | -35.7% | +11.2% | -46.9% | -38.6% |
| 6M | -43.0% | +27.8% | -70.7% | -48.3% |
| YTD | +46.1% | +14.7% | +31.4% | +37.7% |
| 1Y | +124.7% | +14.4% | +110.3% | +111.8% |
| 3Y | +1,172.1% | +52.1% | +1,120.0% | +980.5% |
| 5Y | +477.0% | +70.7% | +406.3% | +368.8% |
| All | +1,402.3% | +367.6% | +1,034.7% | +763.2% |
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