+1,499.9%
LITE vs IBN
+391.8%
+1,108.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -13.9% | +15.8% | -29.7% | -18.4% |
| 30D | -46.9% | +25.1% | -72.0% | -51.3% |
| 3M | -28.0% | +16.0% | -44.0% | -32.2% |
| 6M | -35.2% | +32.8% | -68.0% | -42.1% |
| YTD | +58.9% | +18.0% | +40.8% | +48.2% |
| 1Y | +125.3% | +15.9% | +109.4% | +111.4% |
| 3Y | +1,344.4% | +57.6% | +1,286.8% | +1,109.6% |
| 5Y | +541.2% | +74.7% | +466.5% | +415.4% |
| All | +1,499.9% | +391.8% | +1,108.1% | +802.6% |
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