+490.8%
LITE vs IJR
+23.0%
+467.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.5% |
| 7D | -35.9% | -1.9% | -34.0% | -33.9% |
| 30D | -51.5% | +0.4% | -51.9% | -51.5% |
| 3M | -35.7% | -6.6% | -29.2% | -29.0% |
| 6M | -43.0% | -0.3% | -42.7% | -41.8% |
| YTD | +46.1% | +15.5% | +30.6% | +24.1% |
| 1Y | +124.7% | +19.2% | +105.5% | +85.0% |
| 3Y | +1,172.1% | +54.6% | +1,117.5% | +725.5% |
| All | +490.8% | +23.0% | +467.9% | +351.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling