+3,712.1%
LITE vs IJH
+194.7%
+3,517.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +9.7% |
| 7D | +3.4% | +0.2% | +3.2% | +4.4% |
| 30D | -34.9% | +2.1% | -37.0% | -35.7% |
| 3M | -21.0% | -3.6% | -17.4% | -15.9% |
| 6M | -38.5% | +1.8% | -40.3% | -38.2% |
| YTD | +75.8% | +14.1% | +61.7% | +56.5% |
| 1Y | +156.7% | +15.9% | +140.8% | +126.8% |
| 3Y | +1,498.6% | +59.7% | +1,438.9% | +968.8% |
| 5Y | +610.9% | +39.1% | +571.8% | +449.5% |
| 10Y | +1,670.7% | +177.3% | +1,493.3% | +646.6% |
| All | +3,712.1% | +194.7% | +3,517.4% | +1,393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling