+3,068.2%
LITE vs IJR
+174.7%
+2,893.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.5% |
| 7D | -35.9% | -1.9% | -34.0% | -34.3% |
| 30D | -51.5% | +0.4% | -51.9% | -51.5% |
| 3M | -35.7% | -6.6% | -29.2% | -30.3% |
| 6M | -43.0% | -0.3% | -42.7% | -42.0% |
| YTD | +46.1% | +15.5% | +30.6% | +28.2% |
| 1Y | +124.7% | +19.2% | +105.5% | +92.3% |
| 3Y | +1,172.1% | +54.6% | +1,117.5% | +787.1% |
| 5Y | +477.0% | +23.8% | +453.3% | +394.8% |
| 10Y | +1,465.7% | +175.0% | +1,290.6% | +614.1% |
| All | +3,068.2% | +174.7% | +2,893.5% | +1,243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling