+2,614.7%
LITE vs IJR
+165.8%
+2,449.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +2.3% |
| 7D | +13.6% | -1.1% | +14.7% | +14.9% |
| 30D | +21.6% | -3.6% | +25.2% | +26.8% |
| 3M | +20.3% | +2.3% | +18.0% | +18.2% |
| 6M | +54.4% | +14.3% | +40.0% | +34.8% |
| YTD | +168.3% | +19.3% | +149.0% | +124.0% |
| 1Y | +551.8% | +22.6% | +529.2% | +434.7% |
| 3Y | +1,891.5% | +53.5% | +1,838.0% | +1,257.3% |
| 5Y | +1,014.7% | +39.9% | +974.8% | +729.2% |
| 10Y | +2,614.7% | +172.1% | +2,442.7% | +960.0% |
| All | +2,614.7% | +165.8% | +2,449.0% | +960.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling