+2,405.2%
LITE vs IJH
+181.8%
+2,223.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -4.2% |
| 7D | +10.4% | -2.5% | +12.9% | +14.0% |
| 30D | +14.0% | -5.0% | +19.1% | +22.1% |
| 3M | +9.7% | +0.5% | +9.1% | +10.4% |
| 6M | +39.2% | +8.2% | +31.0% | +28.5% |
| YTD | +153.9% | +12.4% | +141.4% | +125.4% |
| 1Y | +467.5% | +14.4% | +453.1% | +401.4% |
| 3Y | +1,784.2% | +49.5% | +1,734.7% | +1,209.3% |
| 5Y | +990.3% | +47.8% | +942.5% | +665.2% |
| All | +2,405.2% | +181.8% | +2,223.4% | +736.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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