+29.4%
LITE vs IJR
+12.4%
+17.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.1% |
| 7D | -1.5% | -0.2% | -1.4% | -1.1% |
| 30D | +6.7% | -2.4% | +9.1% | +13.5% |
| 3M | -6.8% | +3.9% | -10.7% | -12.4% |
| 6M | +29.4% | +12.4% | +17.1% | +0.4% |
| All | +29.4% | +12.4% | +17.1% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling