+1,009.8%
LITE vs IJH
+48.9%
+961.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.7% | +12.0% |
| 7D | +12.6% | +1.0% | +11.6% | +10.7% |
| 30D | +9.9% | -3.1% | +13.1% | +15.7% |
| 3M | +9.3% | +1.9% | +7.3% | +7.5% |
| 6M | +75.2% | +11.0% | +64.2% | +53.4% |
| YTD | +165.5% | +14.7% | +150.7% | +123.3% |
| 1Y | +555.0% | +15.6% | +539.4% | +454.3% |
| 3Y | +1,870.5% | +52.5% | +1,817.9% | +1,177.2% |
| 5Y | +1,009.8% | +49.1% | +960.8% | +627.6% |
| All | +1,009.8% | +48.9% | +961.0% | +627.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling