+232.7%
LITE vs IJR
+24.2%
+208.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.2% | -10.5% |
| 7D | -31.4% | +2.3% | -33.7% | -34.8% |
| 30D | -42.6% | +2.8% | -45.4% | -45.9% |
| 3M | -26.2% | -4.6% | -21.6% | -18.5% |
| 6M | -35.8% | +5.7% | -41.5% | -41.5% |
| YTD | +70.0% | +19.9% | +50.1% | +13.4% |
| 1Y | +232.7% | +24.2% | +208.6% | +106.0% |
| All | +232.7% | +24.2% | +208.5% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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