+2,898.2%
LITE vs IBN
+278.1%
+2,620.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +4.1% | -22.7% | -19.9% |
| 7D | -44.6% | +11.7% | -56.2% | -46.8% |
| 30D | -55.0% | +16.1% | -71.1% | -57.5% |
| 3M | -38.3% | +7.0% | -45.3% | -40.2% |
| 6M | -48.8% | +26.1% | -74.8% | -53.1% |
| YTD | +38.3% | +10.1% | +28.2% | +32.4% |
| 1Y | +119.0% | +8.0% | +111.0% | +110.8% |
| 3Y | +1,092.0% | +46.0% | +1,046.0% | +937.8% |
| 5Y | +446.1% | +63.9% | +382.2% | +356.5% |
| 10Y | +1,381.7% | +366.1% | +1,015.6% | +801.7% |
| All | +2,898.2% | +278.1% | +2,620.1% | +1,663.0% |
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 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