+1,172.1%
LITE vs IJR
+53.2%
+1,118.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.5% |
| 7D | -35.9% | -1.9% | -34.0% | -33.5% |
| 30D | -51.5% | +0.4% | -51.9% | -51.5% |
| 3M | -35.7% | -6.6% | -29.2% | -27.5% |
| 6M | -43.0% | -0.3% | -42.7% | -41.6% |
| YTD | +46.1% | +15.5% | +30.6% | +19.2% |
| 1Y | +124.7% | +19.2% | +105.5% | +76.1% |
| 3Y | +1,172.1% | +54.6% | +1,117.5% | +615.6% |
| All | +1,172.1% | +53.2% | +1,118.8% | +615.6% |
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