+146.1%
LITE vs IJR
+19.0%
+127.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -1.1% |
| 7D | +22.6% | +2.3% | +20.3% | +17.6% |
| 30D | -36.8% | +2.2% | -39.0% | -38.4% |
| 3M | -33.0% | -5.3% | -27.7% | -24.1% |
| 6M | -37.1% | +4.3% | -41.3% | -39.4% |
| YTD | +69.5% | +18.0% | +51.5% | +24.2% |
| 1Y | +146.1% | +19.2% | +126.9% | +81.8% |
| All | +146.1% | +19.0% | +127.1% | +81.8% |
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