+5,656.1%
LITE vs IJH
+196.3%
+5,459.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.7% | +11.8% |
| 7D | +12.6% | +1.0% | +11.6% | +11.1% |
| 30D | +9.9% | -3.1% | +13.1% | +14.6% |
| 3M | +9.3% | +1.9% | +7.3% | +7.9% |
| 6M | +75.2% | +11.0% | +64.2% | +57.6% |
| YTD | +165.5% | +14.7% | +150.7% | +131.2% |
| 1Y | +555.0% | +15.6% | +539.4% | +474.2% |
| 3Y | +1,870.5% | +52.5% | +1,817.9% | +1,262.1% |
| 5Y | +1,009.8% | +49.1% | +960.8% | +685.6% |
| 10Y | +2,502.5% | +177.7% | +2,324.8% | +976.3% |
| All | +5,656.1% | +196.3% | +5,459.8% | +2,105.8% |
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