+3,406.8%
LITE vs IJH
+193.4%
+3,213.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +6.7% |
| 7D | -12.9% | +0.6% | -13.5% | -12.7% |
| 30D | -46.0% | +1.3% | -47.3% | -46.1% |
| 3M | -33.0% | -4.1% | -29.0% | -28.3% |
| 6M | -34.0% | +1.1% | -35.1% | -33.2% |
| YTD | +61.7% | +13.6% | +48.1% | +44.7% |
| 1Y | +148.3% | +16.0% | +132.2% | +119.0% |
| 3Y | +1,408.5% | +60.9% | +1,347.6% | +900.7% |
| 5Y | +546.2% | +37.9% | +508.2% | +403.7% |
| 10Y | +1,533.3% | +180.1% | +1,353.2% | +586.5% |
| All | +3,406.8% | +193.4% | +3,213.5% | +1,280.0% |
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