+551.8%
LITE vs IJR
+21.8%
+530.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +3.1% |
| 7D | +13.6% | -1.1% | +14.7% | +15.8% |
| 30D | +21.6% | -3.6% | +25.2% | +30.7% |
| 3M | +20.3% | +2.3% | +18.0% | +17.1% |
| 6M | +54.4% | +14.3% | +40.0% | +21.9% |
| YTD | +168.3% | +19.3% | +149.0% | +92.3% |
| 1Y | +551.8% | +22.6% | +529.2% | +342.5% |
| All | +551.8% | +21.8% | +530.0% | +342.5% |
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