+490.8%
LITE vs IBN
+68.5%
+422.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +3.9% |
| 7D | -35.9% | +15.1% | -51.0% | -40.1% |
| 30D | -51.5% | +21.6% | -73.2% | -56.2% |
| 3M | -35.7% | +11.2% | -46.9% | -39.3% |
| 6M | -43.0% | +27.8% | -70.7% | -50.1% |
| YTD | +46.1% | +14.7% | +31.4% | +35.4% |
| 1Y | +124.7% | +14.4% | +110.3% | +108.2% |
| 3Y | +1,172.1% | +52.1% | +1,120.0% | +878.9% |
| All | +490.8% | +68.5% | +422.3% | +329.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling