+551.8%
LITE vs IJH
+14.5%
+537.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +3.8% |
| 7D | +13.6% | -0.7% | +14.3% | +15.3% |
| 30D | +21.6% | -3.8% | +25.4% | +34.8% |
| 3M | +20.3% | 0.0% | +20.3% | +23.0% |
| 6M | +54.4% | +8.8% | +45.6% | +27.7% |
| YTD | +168.3% | +13.5% | +154.8% | +98.0% |
| 1Y | +551.8% | +15.4% | +536.4% | +365.9% |
| All | +551.8% | +14.5% | +537.3% | +365.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling