+542.4%
LITE vs IBN
+75.1%
+467.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | -13.9% | +15.8% | -29.7% | -19.5% |
| 30D | -46.9% | +25.1% | -72.0% | -52.5% |
| 3M | -28.0% | +16.0% | -44.0% | -33.3% |
| 6M | -35.2% | +32.8% | -68.0% | -44.3% |
| YTD | +58.9% | +18.0% | +40.8% | +45.5% |
| 1Y | +125.3% | +15.9% | +109.4% | +108.1% |
| 3Y | +1,344.4% | +57.6% | +1,286.8% | +994.3% |
| All | +542.4% | +75.1% | +467.2% | +359.4% |
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