+5,083.9%
LITE vs IBN
+252.2%
+4,831.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | +6.7% | -0.3% | +7.0% | +6.8% |
| 3M | -6.8% | +17.1% | -23.9% | -11.6% |
| 6M | +29.4% | +3.4% | +26.0% | +27.7% |
| YTD | +139.1% | +2.5% | +136.6% | +136.5% |
| 1Y | +521.0% | -4.2% | +525.2% | +526.0% |
| 3Y | +1,535.3% | +32.4% | +1,502.9% | +1,383.2% |
| 5Y | +889.8% | +59.2% | +830.7% | +742.0% |
| 10Y | +2,400.7% | +345.7% | +2,055.0% | +1,464.9% |
| All | +5,083.9% | +252.2% | +4,831.6% | +3,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling