+1,493.1%
LITE vs IBN
+385.6%
+1,107.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | +10.8% | +1.9% | +8.9% | +10.1% |
| 30D | -33.4% | +22.1% | -55.5% | -38.4% |
| 3M | -32.2% | +17.1% | -49.3% | -36.4% |
| 6M | -42.1% | +35.5% | -77.6% | -48.6% |
| YTD | +61.9% | +16.8% | +45.1% | +51.5% |
| 1Y | +163.0% | +12.4% | +150.6% | +149.6% |
| 3Y | +1,358.0% | +58.0% | +1,300.0% | +1,119.2% |
| 5Y | +549.9% | +73.7% | +476.2% | +423.1% |
| All | +1,493.1% | +385.6% | +1,107.5% | +793.9% |
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