+1,870.5%
LITE vs IJR
+54.5%
+1,816.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +12.2% |
| 7D | +12.6% | +0.9% | +11.7% | +10.8% |
| 30D | +9.9% | -3.1% | +13.1% | +15.9% |
| 3M | +9.3% | +4.4% | +4.9% | +2.9% |
| 6M | +75.2% | +16.1% | +59.1% | +40.6% |
| YTD | +165.5% | +20.6% | +144.9% | +100.5% |
| 1Y | +555.0% | +22.9% | +532.1% | +386.7% |
| 3Y | +1,870.5% | +55.2% | +1,815.3% | +942.5% |
| All | +1,870.5% | +54.5% | +1,816.0% | +942.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling