+1,587.5%
LITE vs IJR
+164.5%
+1,423.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -13.9% | +0.1% | -14.0% | -13.3% |
| 30D | -46.9% | +2.6% | -49.6% | -48.1% |
| 3M | -28.0% | -4.3% | -23.7% | -23.6% |
| 6M | -35.2% | +2.7% | -37.9% | -36.1% |
| YTD | +58.9% | +18.5% | +40.4% | +34.8% |
| 1Y | +125.3% | +20.1% | +105.2% | +89.8% |
| 3Y | +1,344.4% | +61.7% | +1,282.7% | +841.0% |
| 5Y | +541.2% | +28.5% | +512.6% | +423.4% |
| 10Y | +1,587.5% | +161.6% | +1,426.0% | +431.9% |
| All | +1,587.5% | +164.5% | +1,423.1% | +431.9% |
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